Thanks, Paul. I do have the name and it is someone here, not spam. However, what you wrote makes me think now that he changed his mind and deleted his own reply.
I think we can safely exclude that scenario; a board user cannot effectively erase his/her already existing post from the forum. He/She *can* delete the contents but not the post itself; there will always be a trace of his/her action (deleted, sorry, double post, oops, etc.).
A SPAM-bot (I have seen too many of those for comfort lately), on the other hand, has a regular user name (otherwise he cannot post his junk), and since the board is set to get automatic notification for ANY reply, you will be notified as if a living person "user X" replied. I changed my settings to never get anything from anyone.
P.S.: Another scenario may be that someone notified about "abuse", the moderators found the post indeed offensive and erased it.
Paul