Disclaimer: I'm not the mod who deleted the comments, I'm not any of the users who could have flagged the comments and caused them to be deleted. I'm not a mod of this site, and have no way of seeing the deleted comments or who deleted them. So take this answer for what it is: The opinion of an outsider to the situation.
Comments are in general ethereal and subject to deletion at any time. They're not meant to be permanent, and as a result can be deleted by moderators or even just enough flags without serious oversight by the community. Indeed, some comments can be deleted by a single flag of a normal user.
Directly from a CM:
Comments are not intended for long-term storage of important
What happened in this case seems to have been unfortunate since information important to the post was lost.
This question had multiple comments which identified the area the OP
was talking about
This information is partially what comments are for, and should have been edited into the question. The comments containing it would afterwards be subject for deletion as "no longer needed".
and had discussions about the relative safety of the US vs. other
nations of the world.
This is not what comments are supposed to be. Miscellaneous discussion is not what comments (or answers for that matter) are for. Again quoting a CM directly:
But that transiency doesn't mean you can use comments for random,
parenthetical asides. If your comment isn't likely to change the
content of the post, please do not post it for someone else to clean
Not only were those comments summarily deleted, but there's not even
an acknowledgement that they were deleted, leaving a lot of people
baffled at, for instance, how others know where the OP is travelling
The correct method to preserve this (admittedly pertinent) information is to edit it into the question as context, which any user can do. Edits adding such context should be approved readily in review, if necessary, but any user with more then 2000 reputation is able to submit them without going through review. I've done that for the question mentioned above.
But it's totally inappropriate to delete them without even an
acknowledgement of the fact.
This has been the source of quite a bit of consternation over the years, the usual reasoning given is that between questions and answers comments are decidedly second class citizens. They're supposed to be used exclusively for improving posts, or encouraging authors to improve their posts, for instance by asking for clarification. As such, they're treated as lesser by the software in many ways: You don't get reputation for upvotes on them, they take less flagging to be deleted, moderators have mass delete options to clean up posts, and you can't even downvote them or edit after a 5 minute grace period.
It justifiably leaves people wondering what other types of
participation on the site are going to be abruptly vanished with no
notice or record.
While that might be a legitimate worry, it's not well founded in this case. Question and answer deletions can be audited by high reputation community members at any time under the 10k Tools. Users exceeding 10.000 reputation can even straight up see deleted posts.
Whichever mod did this is abusing his/her powers and needs to have
them, at a minimum, temporarily removed.
I would argue that no, the mod in question did not misuse their powers and does not need any sanctions (without knowing which particular mod that is). Perhaps they could have edited the clarification from the comments into the question, but the community had that opportunity for a while before they got deleted.