I really think they are just misunderstanding something. When I look at my profile, there's no comments, but I know there should be some. Isn't it more likely that when a subreddit you posted in goes private, the comments don't show up. The people in the linked thread ran the delete script after some subreddits went private. Now when some are made public again, so are their comments. Comments that were never deleted with the tool as they were hidden because of the subreddit being private.

I used Power Delete Suite to remove all comments from all public and private subs. They all came back today. So I re-deleted them again.

I suspect it's more likely the site didn't process the deletions properly, rather than maliciously bringing them back, or as you suggest, that they were private.

Edit: It's possible that the deletion only worked on public posts, after all, it seems?

They don't mention being able to delete from private subs, and their method of deletion sounds like it would fail when the subs are set to private.

I'll admit Reddit barely deserves the benefit of the doubt at this point, but I have no idea how you would delete posts on private subs except through some GDPR way that must exist.