Unfortunately, a lot of this is really unclear when you're first trying to dip your toes into the fediverse and it gets really confusing in some threads when you're missing some of the messages.

I think the worst part is that they've previously advertised you have control of your data. But I can tell you that if you accidentally post something on Twitter and want to delete it, it's trivial, it's gone. On Mastodon, tough, it's been federated and now your deleted message lives on across multiple nodes and you can't delete it -- not out of maliciousness, but because of oversight in the federation protocol design.

The reason I bring the above up is, again, you can miss a lot of bits of conversations entirely dependent on which node you are because some messages are now deleted on the origin node, but not the nodes that has other people replying on.