What if your reviewer told you need to cite author A and Author A is you?
If it's a wide practice in your field to remove self-citations at the submission stage, and a well-known practice, then reviewers should be aware that the conscious omission of author A should be a sign that author A might be an author of the work under consideration. This suggests that the reviewer may not be aware of the convention—perhaps it was written by someone relatively new to your field.

I would just proceed by incorporating the comments, and explaining to the editor why you broke with convention.