The post was spam (as you rightly pointed out) and was hence removed, the user banned, etc. The spam bot in question was indeed a clever one. Although the three posts it made didn't actually contain any spam links, I'd guess that it was an attempt to set up a legitimate looking account that could then be used to spam the forum in the future. Either that, or at some point in the future (once the threads have dropped off the front page) the account would have a spammy signature added that would be indexed by Google (to improve their page ranking), but not regularly seen by members who are likely to notice that's it's spam. Either way, it's a clever scheme.

As for why your posts were removed, once the spammer's was removed, your posts had no context in that thread. Hence, it is common practice to remove any "follow up" posts when removing a spam post to keep the initial thread clean. It's nothing personal, and is no reflection on the quality of the posts (or your detective skills). In future, it's better to make those kind of observations through a PM to myself or one of the other mods (or even better, with the "Report Post" function which can be seen by all moderators) rather than posting in the thread.