Comments may be removed by moderators with or without prejudice.
(If it was not apparent, a quick criterion of judging whether something should have been removed with prejudice is that, you think the commenter probably deserve a down-voting (reputation deducted) for posting that comment.)
Examples of reasons for removing comments with prejudice are:
- (Just to list a few): useless, not contributing anything, not desirable, offensive, etc.
Examples of reasons for removing comments without prejudice: (namely, to tidy up)
- How do our moderators, and community members, feel about cleaning up comment noise?
- Are answers being posted as comments?
- Should we tidy the comments on re-opened questions?
My feature request
In the latter case, we may want to keep some linked questions that were once posted as comments even after those comments have been deleted, because a few of them may be relevant to the main question or OP. This will have to be decided on a case-by-case basis because not all linked questions are actually relevant; editorial insight will be needed.
In particular, moderators should be able to directly edit the list of linked questions to add relevant ones and remove irrelevant (or borderline) ones. To be able to do this, the linked/related questions may need to be decoupled from the commentary system.
This feature is more important to SO than to Programmers.SE because there is a higher tendency that technical/mechanical/reference questions are inter-related  and that if we require the related-question-provider to summarize the link, it would just be a verbatim quote of said technical matter.
Opposing opinion (1)
On the other hand, it might be argued that requiring a verbal summary/quote for every related link (by an answerer, not a commenter) may be a good thing because it improves signal-to-noise ratio.
(If this is correct then there is no harm in deleting related links posted as comments.)
Opposing opinion (2)
The OP may want to have a say in what links are relevant and what aren't. If the OP decides that a link is relevant, the OP should edit the question to included the link, so that the SE engine can pick up and show it as a linked-question.
This feature would probably require declining Can the closed questions please be removed from "related"?
I have a tendency to keep a lot of reference links "just in case", and I was trained to look for "signals" in a sea of noise (i.e. to locate useful information in a mix of data of low signal-to-noise ratio)Side note
: just take a look at any reference documentation such as MSDN or NUnit to see how the pages are linked like a web.