Neal, I've had similar before, many moons ago. What it likely is is that a bot got through the registration process and dropped its message in that post, and a moderator spotted the bots activity and deleted their user account and posts.
In the mean time you got the e-mail reporting the initial post, clicked on the link in the e-mail to find the post, and it'd gone.
It's one of the perks to being on a well-moderated forum, the mods and admins leap on bots very quickly.
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