My interpretation of the documentation is that the comment_deleted event would have a PrimaryX-Atlassian-Webhook-Flow header only if that comment was directly deleted, but a Secondary flow header if some other operation resulted in the deletion of that comment. Based on this, two other operations that would result in the comment_deleted event firing with a Secondary flow header are project deletion and parent comment deletion. The “etc” in the docs refers to entity events that imply other entity events (e.g. the deletion of a project implies the deletion of all issues in that project).
EDIT 29-Mar-23: Jira doesn’t have comment threads so “parent comment deletion” doesn’t make sense.
Your request has been forwarded to a Jira webhooks expert to check this.