Hi there Crochetbelle and apologies for the delay - it sounds as though you have a couple of different points here and I'll try to address them both.
We have the ability to hide/suspend a thread while we look behind the scenes here - that's what happened on the thread that you've screenshotted. If we decide that the thread isn't one we want to host on Mumsnet because it breaks our Talk Guidelines, we delete it.
'Deleted' refers to the fact that it no longer exists as a Mumsnet thread, to be viewed or commented on - but as a pp suggested, MNHQ can still see the posts and we use them to help us make moderation decisions at a later date. This isn't something that we've tried to be opaque about - it's pretty common parlance to use the word 'deleted' in this context.
Very rarely, we delete a thread at a Mumsnet user's request, when she believes she has outed herself. In this situation the user is worried about the content of the whole thread causing fallout for her in RL, so removing it from view solves her problem. As I said, we don't often to this, and we regularly remind users to that Mumsnet is a public forum, accessible to anyone, and to be careful not to give away too much information if they're at all concerned about being identified in real life.
If you've got concerns about your personal data, that's a slightly different problem with a different solution. We've tried to make it as easy as possible to delete your data on your 'My Account' page. When you do this, all personally identifying information is removed from all our systems. Your post remains on the site, but it's totally anonymised because it has been completely detached from any of your data.
We hope this clears things up and thanks for your question.
Best
MNHQ