reveddit and unddit (and many more) archive copies of comments very frequently. To not have your comment archived/copied, you'd need to delete it within just a couple of minutes of submitting it. Reddit itself has no real way to prevent this from happening.

I don't know if there is a way to have a forum-like reddit clone that would allow comments to be truly deleted and forgotten. Heck, I'd like it if there was infrastructure available for sites to verify GnuPG-signed comments.