In general we don't delete threads, except for very specific reasons, for example: spam, excessive rule-breaking (we'd rather delete the problem posts vs. a thread, but sometimes the whole thread is full of issues), etc.
In general, it's not fair to the other people that have contributed posts to a thread, to have their content deleted because the original poster decided they don't want the thread anymore.
Imaging someone starts a thread, "How Do I Treat XYZ Disease?"
Then 20 amazing members spend hours and hours researching and crafting wonderful replies with super helpful information. Paragraphs and pages of really awesome details and support.
Over time those members link others to their posts to get help, and their replies become incredibly important for thousands of people looking for an answer to the same question.
... and then the original poster says, "I changed my mind, I don't like my question. Delete this thread."
... which then deletes all the wonderful replies.
You can see how potentially problematic and frustrating this can be. It's also very hard for our team to make a judgement call (unless it's blatantly obvious a "bad thread" which content is "valuable" or not... which is why we work very hard to avoid the decision and avoid deleting threads where possible.