We don't systematically tell you when your comments have been flagged - at all for any flag type - and there's no way to know why a comment was removed without asking or even that it was removed without revisiting the post it was on. You can't even see your own comments that were removed, as you can with deleted posts.
As a side note, there are two flag reasons that relate to negatively received comments. While we give flaggers two different options, they're treated the same by the system. I refer to these two reasons as "harassment" and "unfriendly".

The only time that a user is made aware of their comments being flagged is if a moderator feels that the comments crossed a line and they needed to send a moderator message or possibly issue a suspension. In many cases, the message sent won't specifically state the content of the comments, though users can always ask for more details in a response to the message.
So... this is how it is... the question is, should we change it?
Right now, we're going through a lot of changes for the network, realizing that we need to help users be more welcoming and encourage them to consider how they're interacting with other users on the network. Giving users a place to review their flagged comments would be a step in the right direction.
The Flag Summary Page
I think it makes sense for us to consider a "my flagged comments" counterpart to the "flag summary" page. If you're not aware of the flag summary page, that's not surprising to me as it's easy to miss - you can find it on your own profile in the "Impact" box:
This link will take you to a summary page that lists all of the flags you've raised on posts (if you haven't raised any, there won't be a link). This page lets you sort your flags by type and review if they were marked helpful or not.

Proposing a "My Flagged Comments" Page
I've been thinking for a while that it makes sense to let users see when they have content that's been removed for being harassment or unfriendly. How can we hope for improvement if users don't know where they've gone wrong? Many comments are deleted due to flags - either by moderators or sufficient user flags - and most of the time no other action is taken other than removing the comment, so users often don't know that their comment was flagged and removed.
In many cases, this is OK. I'm not really interested in sending a notification to every user who has a single comment deleted as a result of a flag. Some sites have many (hundreds of) comments deleted on a daily basis, most of them are "no longer needed", not harassment or unfriendly.
That said, there's a big difference between notifying users for every comment and giving them a place to review the comments that have been flagged and removed - if any. Right now, we alert moderators when a user has three or more comments deleted within a week for being harassment or unfriendly. We could use this alert - or a similar one - to also notify the user in such a case and link them to this page - which would also appear on their profile somewhere. So, no alert for every deleted or flagged comment but yes for a recent high frequency of flagged comments.
Now, if we were going to let users see a list of their comments that were flagged, we'd probably want to be considerate of what we show. There are a few options for this but at a minimum what I suggest is
We should show a user:
- Comments that were deleted as a result of a flag being marked "helpful".
- Comments flagged as harassment or unfriendly and possibly the flag type/s raised.
- The content of the comment that was deleted.
- A link to the post the comment was on.
- Multiple comments on the same post would be grouped.
We should not show:
- Flags on comments where the flag was declined.
- Comments with pending flags. Many comment flags are declined, so showing users currently flagged comments could be unnecessarily confusing.
- The username/s of the person who flagged the comment.
- The username of the moderator who handled the flag (if any).
We could consider the following:
- Limit the page to show only content that was deleted within the last 30-60 days.
- Show all deleted comments from a certain time range to address concerns like this.
- Give moderators a way to explain why a specific comment was deleted.
- Give moderators a way to invalidate/clear a flag after being marked helpful, or at least note that the flag was marked "helpful" in error.
This page would be accessible only by the user themselves and the moderators of that site.
Do I have concerns with showing this content to users - sure. I think there are possibly some users who will use this page to argue about their content being moderated and whether it was actually rude or not. In general, I think these users are the minority and I trust the judgement of our moderators and their ability to support their decisions.
I think it's really valuable to empower our users to see where they're going wrong and improve. It's much easier for a user to see where they went wrong if they can see what they wrote and review it. I've seen many questions on Metas that read "I wrote a comment that was deleted and it said something like _____ - Why was it deleted?" Often, the version of the comment they remember is much less unfriendly than the actual comment they wrote. A page like this would make it easy to review those comments without needing the help of a moderator.
If the user can see the text of the comment and still doesn't understand why it was deleted, they can go to the child Meta of the site and ask with the actual comment text in hand, making it possible to get feedback from any of the users on the site, not only the moderators.
Adding a page like this would also help moderators who are reviewing a user's comment history in a way the existing comment history page does not - or a page like this, if well designed, could even replace that page.
So, if we find some time to rework some of the moderation tools - which we generally need to do - this is something I think would be nice to implement, in some form.