Man, I used to wonder the exact same thing. I posted a lot of buy/sell threads during my early Stratics days. Once my items were bought/sold, I had no need for the thread...but I hated having to bother a moderator about it. It'd just be so much easier to take care of it, myself. It wasn't until later, after I became a moderator, that I realized the reason for this policy. I also learned that not even mods or admins "delete" threads.
Technically speaking, no thread at Stratics is ever deleted. Instead, they are moved to a hidden forum. This hidden forum contains several types of threads: threads that violate RoC, duplicate RSS feed threads, threads that are "deleted" at the request of the OP, etc. The reason that we don't allow even mods to hard delete threads is twofold. First, it protects mods, who must use threads as evidence for infractions. Second, it protects posters, who can appeal moderator actions to administrators: when a decision is appealed, an administrator can review the thread in question and judge accordingly.
Another reason that we don't allow users to delete their own threads is because it would allow for a new type of trolling. For example, user "ThreadDude" posts some controversial statement/sentiment, which stirs debate. Debate is good. After 40 or 50 posts are made on the topic, ThreadDude decides that he doesn't like the way that the debate is progressing. He deletes the thread, wiping out a sizable chunk of post counts, not to mention all evidence of a good debate. People get upset. Moderators get emails. Everyone is unhappy. When mods lock a thread, post counts and debate history are retained. Even if a thread is moved to the hidden forum, post counts are retained and an admin could decide later to reinstate it. If we allowed straight up deletion, everything would simply be gone. Hence, another reason that we disallow thread deletion (even by mods).
There may be other reasons why we don't delete threads--perhaps an admin can provide some insight. In the instance you described, just shoot me or another admin a PM. We'd be glad to move your thread for you. The thread policy isn't about needless constraint: after all, we do allow users to soft delete posts. Instead, the aim of the policy is the all-around protection for forum users and staff.
Hope this made sense.