It's pretty obvious: A message between two people exists as two separate units in two separate locations. Deleting the account deletes only one copy, namely the copy that exists on your end. The digital analogue is a text message -- deleting the text message locally, say by physically destroying your phone, doesn't actually erase the message on the other side.
It's probably not literally true that Facebook stores two copies of each message (or three or more copies for group chats), but it makes sense for Facebook to act like it does because that's how email and text messages work.
See my above comment. I don’t see how Facebook can reconcile deleting your comments on things like statuses and preserving messages in the Messenger app. Maybe that just means they aren’t actually deleting your comments.
