The question is closed and will not be viewed by a lot of users anymore (the chance of the question being improved and re-opened seems questionable, given OP's unwillingness to accept the close decision)
So? It won't be viewed by a lot of users, but it will still be viewed by some.
The usual arguments regarding the removal of clutter from the text don't apply any longer when a question is closed
The question is still a question and it's still visible, so any clutter that is not related to the question at hand should still be removed like anywhere else. While it is true that a lot of users won't bother if they know it's likely to be deleted, it's still a gesture of merit. If the user is continually adding it back in after it's been removed, they are in fact still abusing the system.
Some people don't realize that just because a question is closed doesn't mean it's life is over. If the OP spent the time improving the question so that it was deemed to be a valid question for the site, then it could be reopened and answered. Instead, they're sitting there adding a useless notice to the post over and over, which is eventually going to attract moderator attention when the system flags it for rollback wars. Then they're really going to get in trouble.
Not only that, but every time that post gets edited to add in that worthless line, it also gets bumped to the homepage for recent activity, and more people are looking at a worthless question that is closed. It's taking up space on their screens when it shouldn't need too.