User blog comment:DaNASCAT/Technical Update: May 6, 2015/@comment-5558012-20150506182506/@comment-452-20150510144031

Removed and deleted. (Reported in early 2012.)

In fact, threads deleted through the "delete thread" option are completely visible, via several methods. (Also reported, but I'm unsure when.)

Of course, deleting them via some hack which deletes them through the API still gets rid of them properly. Basically, if the deletion is logged on Special:Log/delete, it's impossible to view them.

edit: But anyway, yeah, you'd expect that "removing and deleting" a thread would essentially "delete" the link in the same way that "deleting a page containing a redlink" would, but no. Which means extra work later for admins when they discover the redlink is still on WantedPages, leading some to the conclusion that "WantedPages is broken and useless because it displays links from deleted threads", when the problem is with threads, not WantedPages.