This happened once to me and was super annoying.
1) Start doing a code review
2) CL owner deletes patch set because they have uploaded a new patch set

Expected:
CL owner gets alert telling them that they are about to delete patch set for which there are pending comments
Actual:
There is special warning. when CL owner clicks link to delete patch set. All of my pending comments are gone!

I delete old patch sets whenever I upload a new patch set and no one has commented on my old patch set because I think that it makes the change list cleaner. This feature would make my life much better