Hullo Ria
We can understand it must be a bit frustrating to find that a thread has gone poof without you knowing.
We always post to explain why we're deleting a thread before zapping, and we try to leave this message as long as feasibly possible, but sometimes time is of the essence 
Likewise, in our deletion message, we'll let you know why it was removed.
We'll certainly consider your suggestion, but at the moment it seems to us that having a thread devoted wholly to previously deleted threads will just encourage speculation and re-hashing of threads that were deleted for a reason, not to mention be a HUGE deviation from our no threads about a thread rule 
However, if you go into your Threads I'm On (at the top of any talk thread), it will show the deletion message, should a thread be deleted. Will double check whether this appears for Threads I'm Watching too.
If you're ever worried about why a thread disappeared, you're very welcome to have a quiet word in our ear via [email protected]. Although we won't be able disclose a huge amount of info, it's preferable to asking on the boards, as you can avoid straying into thread about a thread regions
Hope this makes sense - sorry the essay of a post!