Firstly, the paragraph under the list relating the comment deletion. "This will take you to a follow-up page..." - nope, it won't anymore, unless you have JavaScript disabled or your browser doesn't like the AJAX comment management. Nowadays, when you delete a comment you should get a small popup asking you to confirm, with options to ban the commenter, mark as spam, and delete the entire thread (if applicable), and there will be no "success!" page either. That section of the FAQ should probably be edited to reflect the current behavior. The corresponding sections on screening and freezing only mention confirming, which I think is fine because it is true regardless of JS, but they also say there will be a success page.
Secondly, the same section in deleting comments claims that "you then have the option to delete the entire thread." Partially true, because you only have this option if either 1) the entry was made by you or 2) you are logged in as maintainer of the community the entry is in. As it is the FAQ gives to understand that you always have the option to delete the entire thread if you can delete the comment that started it. (In case someone ever wondered, you can't delete the whole thread even if it's just your own comments unless either of the aforementioned is true. *g* I tested.)