That seems like a redundant cost for moderation. If a post is removed before anyone reports it, there must be some serious violations in the post to make moderators bypass the community and take immediate action.
In such a case, a moderator’s role is to “quickly clear threats” instead of “educating the user about rules.” It’s just better to draw less attention and use less energy on this.
Also, it would just be a duplicate of the existing report and flag system.
A community should have clear rules and let its users know what to do (likely, PM the moderator) if such a deletion happens.
If a community abuses this power, it’s not really Discourse’s fault.