Reddit sees "anonymized" data as being okay via GDPR. Thus Reddit thinks they can comply with GDPR by simply deleting your name off of the top of all the comments you leave behind.
This is why you occasionally see comments marked as written by [deleted] with the comment body intact - that user used the GDPR to wipe their account.
I'm not an expert on any legal system, let alone the European one, and so I can't say if that's sufficient by the letter of the law. But Reddit seems to think so, and thus if you "delete" your stuff it really just deletes your username (basically).
Assuming this isn't just a temporary caching issue like someone else has suggested, denying people the right to delete their own data risks bring a GDPR nightmare down no the company.
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