It was in the official docs:
> Often, it may be advantageous to shadowban a troll or spammer rather than ban them - an actual ban simply tells them that it's time to create a new account. With a shadowban, they don't know they've been banned. [1]
They've since renamed that to a "bot ban", but the effect is the same. Anyway, all comment removals on Reddit are shadow banned by default. You can try it yourself by commenting in r/CantSayAnything [2]. Your comment will be removed, you won't receive any notification, and it will still appear to you as if it's not removed.
[1] https://www.reddit.com/r/AutoModerator/wiki/library?v=acf57c...
[2] https://old.reddit.com/r/CantSayAnything/about/sticky