While the FAQ is helpful for basic rules like "ask questions; don't start discussions" and "be polite", it can only cover so much. It can't tell you why a question was off-topic (some things that seem programming-related end up being closed), why a question is a bad fit for Q&A (sometimes it's hard to figure out what type of response the asker wants), etc.
I realize that it's usually possible to figure out why a question was closed, often by searching for related questions, (1) that's not always a guarantee, (2) it takes more time, and (3) it's not as accurate as hearing something in the closure-voter's own words. (In fact, I asked a question about those very problems: How to benefit from unexplained question closures)
I would find it helpful if everyone who voted to close a question, or even just the first person to make that vote, included a short comment on how the question relates to the respective rule. When reading questions that others have asked, I can then get a better picture of what kind of question would be closed in the future. The people who vote to close a question are probably better-equipped to explain the closure than someone on meta who reads the question months or years later.