Um...I realize this may be a bit of a "duh" statement, but did you ever think of just asking a mod why your thread was deleted? I mean, obviously starting a whole new thread just to ask why the old one was deleted is kind of stupid, but this seems like a simple answer to your query.
_Rei_ said: "...I think you should get a message to say why if a thread of yours gets deleted. What do you all think?"
I think this isn't a very feasible request. As DirtySyko stated, "I definitely don't want to leave a message each time I delete some crap thread." It would be a lot of work for them to send every fucktard a message saying why their post was deleted. However, if you're curious, you could always send them a message and ask why, if you're truly confused.
Just my two cents worth