By posting to usenet you are implicitly commanding all available usenet servers to make available your comments or content to other users. This means copying and sharing that message across multiple servers and country boudaries, all of which have different rules and may or may not honour your request to either post or delete a message.
What you are looking for though is a Cancel Message thought it's usefulness is limited.
A cancel message only works "per message" and you do not have the right to cancel someone elses message
If someone has copied your message in order to reply to you then you have no right to delete that message as it is their content that they have posted. It may include your content but by posting your message you have implicitly given people permission to copy your message in order to reply.
I. What are cancel messages?
A. What are cancel messages?
Cancel messages are a specialized form of message to Usenet that, when they arrive at a server, request that the post bearing the
Message-ID contained within be deleted. In essence, a cancel message,
if heeded, cancels another post. Hence the name.
...
D. Who is generally allowed to issue cancels?
In general terms, the only people that are always authorized to issue cancels for a message are the original author of the message and
the postmaster at the site the message was posted from. However,
there are rules that allow third-party cancels in specific
circumstances, such as group moderation, spam and spew cancellations,
article forgeries, and a few other limited circumstances; those people
in charge of these duties are generally authorized to issue cancels
directly relating to the job.
You did not post the reply so you have no right to cancel that message.
Your newsgroup reader of choice should allow you to cancel your messages, but not replies to your original message. The thread would survive the deletion of your original message.
There are also the important words in that page:
In essence, a cancel message, if heeded, cancels another post.
No server actually has to heed that cancel message and may in fact simply ignore it if the server was set up either intentionally or accidentally to do so. In which case any servers downstream from that server may or may not get the cancel message and so may keep the message indefinitely.
That page has a whole host of information on what you can and cannot do to get your messages recalled.