I think everyone wants one - I'm not popular at the moment.
There's likely a liability/professionalism/standards issue. If you were allowed to moderate your own thread it would STILL have to fall in line with the overall standard that NP tries to provide - i.e. need external moderating.
If you are talking about allowing self moderation AS WELL as normal moderation I can understand. You could, for example, delete my rubbish posts

without needing to consult a NP moderator. There are advantages to this for you that I can certainly understand.
I'm not totally against it; however, it would require moderation rules. Rules such as.. if you delete a post you must indicate that the post was deleted AND why and the reasons have to be somewhat legitimate. Failure to adhere to moderation rules would make you lose the privilege. I don't think you can give someone free licence because then the value of a forum is often lost anyway.
Serious question. Could you not have your own blog that you link to? That blog would be 100% self moderated and solve the issue. I often see a number of links to blogs . If there is an issue with links - then rather than buying a self moderated thread you could buy a thread that contained and authorized / approved blog.
I'm sure you disagree with me again. I just think that moderation is a function of the owner of the site and they do a decent job of it here. To let it go might cause issues as I mention.