Since users don't get any reputation gain when they close to vote a question, I would say no.
If you were talking of avoiding that a user who keeps to vote to close questions that are then re-opened votes to close further questions, that would make more sense, but it is not something I would see implemented.
There are questions that are rightly closed, and then re-opened because the OP put it in shape (and acceptable for the site where it has been asked); in such cases, who votes to close should not get any penalty. (This is a reason more, since there isn't any gain for the users who votes to close.) Then, when a question is closed, there are 5 users who voted to close (apart when a moderator casts a close-vote); the responsibility for closing a question is not of a single user, but of five users.
In the other cases where users get any penalty, whatever that means not being able to suggest further edits, ask further questions, or answer further questions, the penalty is for an act done from a single user. I would not be able to ask further questions if my questions (the ones I wrote) are down-voted, closed, or deleted.