Magic's rules operate on the current game state. When a creature loses all its counters, those counters cease to exist on that permanent immediately. Any ability that checks whether a creature 'has' a counter of a certain type will find none, because the game only evaluates the board as it currently stands at the moment of resolution (CR 614.1, CR 121.2).
There is an important distinction, however. Some abilities are worded to trigger when a counter is removed or if a counter was removed this turn — those abilities track a past event and can still 'see' that the counter existed and was removed. But a static or activated ability asking 'does this creature have a +1/+1 counter?' checks only the present state, and will return 'no' once the counters are gone.
Counters themselves are not spells or abilities; they are simply markers on a permanent. CR 121.2 explains that counters are placed on or removed from permanents as discrete objects, and when they are removed they no longer exist anywhere in the game — there is no 'memory' of them unless an effect explicitly refers to a past game event.
Concrete example: Your Arcbound Ravager has three +1/+1 counters. Your opponent casts Vampire Hexmage, removing all counters from it. If you then activate an ability that reads 'if Arcbound Ravager has a +1/+1 counter, do X,' the ability checks right now — it sees zero counters and the condition fails. The counters are simply gone.
If instead an ability read 'whenever a counter is removed from this creature, do X,' that triggered ability would have already triggered at the moment each counter was removed, because it was watching for the event as it happened, not checking the current state after the fact (CR 603.2).
Unofficial fan resource — not affiliated with or endorsed by Wizards of the Coast. Answers are AI-generated estimates grounded in the Comprehensive Rules and are not a substitute for an official judge. Verify anything match-critical.