I can see your point with your specific situation, however, I still believe that if you are a moderator then you should not be forced out of conversations as their content might relate directly to your work at hand.
Perhaps I could just show you how to change the code to suit your needs instead?
This has been previously discussed on these forums before and I believe that most people do not see the benefit in such a feature as most conversations are just a hand full of members at best and thus the conversation would benefit from an actual reply to the content that you like/agree with.
There is no way to do this. I have absolutely no doubt XenForo was designed that way as who really wants a potential key post to suddenly disappear from their conversation. The way I see it, a conversation is a much more intimate or important discussion than a normal thread and thus deleting posts can prove disastrous to the message being conveyed, especially if you are a moderator who may need to refer back to contents of an older conversation.
Just my opinion guys., what do the rest of you think about all of this?