We remove entire threads at the original poster's request because that is what most members want. Imagine having a thread out there that you posted once, but a year later, is causing you anxiety or upset, but there's no way to remove it? That would be very upsetting to many members. (There's no way to keep the replies, since many quote the original post, not to mention replies without a post to reply to would not make a lot of sense.)

In short, while it's not ideal and it doesn't happen very often, members do have a right to remove a limited amount of their posts and threads.