Users can only know their comments are removed if they check from logged-out or another account, or if the moderators notify them by posting a reply or messaging (which some do, but not a lot of the time overall).
And either many redditors have never had their comments removed, or more likely, shadowbanning is apparently a lot more effective than people realized.
Pretty much all of reddit's moderation tools were created 10+ years ago for anti-spam purposes, and have hardly been changed since then. They don't work very well for how they're actually used now.
Most of the subreddits with active mods and communities have yet to stylize and reimplement their custom CSS, sidebar and links on the new UI (or can't due to limitations of the new UI), which means lots of people using the new UI miss out on key features that differentiate a subreddit from the rest of Reddit.