Why not? It explains to users where a post went, if staff want it gone sooner, then they have the tools to do so.
You also have the option to edit delete removed posts after which is the number of hours before a post is removed automatically, set it to 0 and the posts are gone immediately.
From experience though that tends to cause confusion, users get a notification of a reply, open the topic and then start support topics to ask where the reply went.