This is intended and not specific to the dupe-hammer. The comment from the Community user is added to all Staging Ground questions marked/closed as a duplicate (and not just when voting to mark it as such).
This behavior is more obvious with duplicate closures from users without a gold tag badge:
- The first user votes to mark the question as a duplicate
- This adds the comment you expected to be deleted
- A second user votes to mark the question as a duplicate
- The comment from the first user is created and the Community user creates a new comment saying "Possible duplicate of <link>"
The comment mentioned in the question you linked that is removed is the comment of the user marking the question as a duplicate.
As askers often just look at the comments and not the banner they are seeing, this tells them what to look for.
It can also be useful if a reviewer later changes the state to "Major Changes" or similar. In that case, the duplicate comment is the only thing linking to the duplicate target (AFAIK).