The redirect should be always used before printing of page header, only if we have to do that afterwards the message may be actually needed because the user might have to press continue button.
Now in the vast majority of cases the message in the fast redirect is absolutely useless because the user should actually see that something happened, or else they will get error, whitescree, etc - so the message would not be actually printed anyway.
There is also the accessibility reason, the 3 second delay is confusing for most users...
so in comment/admin.php the following is clearly wrong:
because you click on delete and you either get error when it can not be deleted, or the comment disappears and user can see that it was deleted