Ulf - Ah, thank you for the clarification. My earlier post (above) had some incorrect conclusions in it! Very happy to be corrected and learn that a user's messages are not deleted when the 'close account' feature is leveraged.
You're absolutely right. The documentation does explicitly say:
All posts and comments made by the member will still be available but will be listed under the username that the community admin entered under Community Admin > Users > Profile Defaults.
Oddly, the screenshoted message (in the document above) that informs the user that he or she is closing their account does say something to the effect of...
When your account is removed, all kudos, accepted solutions, and acheivements will be permanenently deleted.
Fortunatley, that is messaging that can easily be altered in Lithium Studio. Good to know that at the heart of the feature, no user-generated content will be deleted.