There are actually three different technical events that could be going on, when you're dealing with Facebook Comments -- either on a Fan Page, or on a website:
1: Facebook hides comments that they believe are obscene, automatically and programmatically. Trust me, this is a big help for the Facebook Page's moderators -- who can restore any comments that got accidentally hidden by the filters, without letting the spammers get their SEO, or letting obscene comments start off-topic, unnecessary flame wars that don't add to the conversations and weaken the brand.
The moderators can also create their own list of "trigger" words that temporarily hide suspicious posts until they can be approved or removed. For example, I like to keep words like "paycheck" in my filter list to filter out spam. Things that indicate that people are going down the conspiracy rabbit hole can also be helpful.
The technical way that these filters work are that the person who posted the offending comment (and the moderator) can ALWAYS see the comment, even (in most situations) if they are banned completely from the system. This is called a "bozo filter" and it's one of the most brilliant inventions on user discussion boards. The person thinks they posted their comment successfully, but they never get any responses, which teaches them that it isn't worth their time (trolls are, after all, only there to get a rise out of people). (It also avoids a confrontation with / retribution to the Moderators, which is a big pain in our collective ass).
What I'm saying is: If the system is working correctly (programmatically speaking) you wouldn't know that your comment has been hidden. If there's a bug in the code, or a server has a hiccup, see #2.
2: The second problem is that Facebook's servers are out of sync. It's challenging to keep millions of databases on millions of computers in sync. If you post a comment then immediately reload, you're guaranteed to be on a different server. They should sync within seconds but that's only in a perfect world and comments on websites are probably not at the top of Facebook's priority list.
3: Thirdly, and this is a "feature" on Facebook's end -- when you get a Notification on Facebook that someone has replied to your comment, you'll sometimes get directed to a page which shows ONLY their comment -- this is an attempt to help you more easily locate the comments, but it sometimes freaks people out and they think all other comments are deleted. If you do see most comments, but not yours, see #2.
Conspiracies are great way to make you the poster feel smarter, but Occam's Razor always overrides them. Is it more likely CNN has employed hundreds of censors to delete each Bernie Sander's comment, or that Facebook, the largest computer server farm in the world, has some issues keeping up with the comments in a plugin on a website that isn't even theirs?
Even if there were a conspiracy, and CNN was censoring comments, the commenters have no legal leg to stand on. Commenters have previously agreed to both CNN's and Facebook's terms & conditions before commenting -- there is no "freedom of speech" when you're on a private website, you're playing by their rules (not by the government's). If you're posting something threatening or obscene, they have every right not to show that, and writing something reasonable as your second sentence doesn't buy you a get-out-of-jail-free ticket.
*"It's the economy, stupid" is a slight variation of the phrase "The economy, stupid" which James Carville had coined as a campaign strategist of Bill Clinton's successful 1992 presidential campaign against sitting president George H. W. Bush.