Comments do not last
Please read the comment privilege info and this Stack Exchange meta question. Relevantly:
Comments are temporary "Post-It" notes left on a question or answer.
Comments are disposable: unlike posts, there's no public revision history, and they can be deleted without warning by their authors, by moderators, and in response to flags.
If you want to say something permanent, edit it into the post. Even if its not yours.
When should I edit posts?
Any time you feel you can make the post better, and are inclined to do so. Editing is encouraged!
Why they get deleted
Because a mod thinks they should be - essentially, the mod is of the opinion that they have served their purpose or have no purpose or they break the rules. This may be in response to a flag or it may be just because a mod was passing by.
In theory at least, all comments should eventually be deleted. Related How to deal with comments?
How can you check?
Easy, if you didn’t delete it a moderator did.
If you really want to know about a particular comment
You can flag the post and ask a moderator to tell you. If the comment is still accessible, a mod can see who deleted it - only the particular mod who deleted it could tell you why.