I have just checked the deleted comments against that post. There were two comments that have both been removed; one was someone saying thanks to you for posting the answer, the other comment was your reply to the previous comment thanking that person for thanking you.
Both of these comments are just noise and provide no benefit of any nature to the answer so would have been deleted.
Thanking people for questions and answers is done by voting up those posts. If everyone were to post 'thanks' against every question / answer they appreciated then the site would be filled with useless noise.
This is covered by the Privileges section of the site (emphasis mine):
When shouldn't I comment?
Comments are not recommended for any of the following:
Suggesting corrections that don't fundamentally change the meaning of the post; instead, make or suggest an edit;
Answering a question or providing an alternate solution to an existing answer; instead, post an actual answer (or edit to expand an existing one);
Compliments which do not add new information ("+1, great answer!"); instead, up-vote it and pay it forward;
Criticisms which do not add anything constructive ("-1, see previous comments you scallywag!"); instead, down-vote (and provide or up-vote a better answer if appropriate);
Secondary discussion or debating a controversial point; please use chat instead;
Discussion of community behavior or site policies; please use meta instead.