It happened to me several times that a comment I made was no longer there after a question was closed as an exact duplicate. It is hard for me to tell what exactly is going on because I can't see or reconstruct the comments anymore, but it seems that the mere mentioning of the word "duplicate" in a comment causes the engine to remove the entire comment as soon as the question is closed for duplication. I don't think this is the desired behavior, since any added content beyond the auto-generated comment could be useful for later visitors or the OP even after the question is closed.
So my questions are:
What exactly is going on and can this be corrected? If this is the desired behavior, what's the rationale behind it?