It depends. If (for instance) you are an infrequent poster and just hit 250 posts after 4 years, you'll get access to the marketplace. Then if a thread is removed and you're down to 249 posts you will still have access to the marketplace.
However if it's clear you only posted in the thread to get access to the marketplace, we'll typically remove marketplace privileges also.
Another scenario would be if you posted in a thread heavily that was later moved or deleted such that your post count went below 250 (let's say to 230), you would maintain marketplace privileges but if you posted a thread outside the marketplace that should be in the marketplace, a mod probably would delete the thread instead of moving it since we most likely would not know you had marketplace privileges.
I think privilege escalation can take some time though so if during that window you were brought back down below a given threshold, you most likely would not get the privileges.
Most of these scenarios rarely happen though. The most prevalent is somebody posting solely to get access to a given forum and posts/threads being removed and an admin manually removing those privileges.