It is not always an illegal question that is the reason for removing a thread. In this particular case the question was legitimate, but one or more users posted illegal information and then a flame started in that thread. Instead of investing a lot of time to edit and remove messages, the whole thread was removed.
I think that the rules are clear. Granted, many questions can relate to illegal activities, but they can just as easily be relating to legitimate purposes. We try to assume the legitimate case mostly. Where there is no doubt the post relates to illegal activities, actions will be taken to ensure compliance with applicable laws (and prevent this forum from being shut down by the authorities).