Yeah, deleting comments doesn't work because of the threaded nature of conversations here. Deleting the user, though... you might suggest this to dang (hn@ycombinator.com).
If you click through the FAQ link, there's a link to a comment from dang that says they'll reassign comments to throwaway accounts on request, or even change your distance to something random, which will in effect delete your account, but keep all your comments attributable to a single "anonymous" entity.
I think allowing for account deletion line reddit does (with all comments attributed to "[deleted]") is bad for following a conversation after the fact. I'm fine with HN's policy here and think they've struck a decent balance. I think this should be a case of "if you're not ok with this, don't post on HN".