I'm fairly certain we recently got this ability; this post was marked status-completed last month, and two other moderators confirmed for me that I'm not going crazy and we used to be able to do this. But those moderators (and myself as well) seem to have lost this ability now. I no longer see the "add comment" option on deleted posts on the site I moderate. Is this a mistaken casualty of the close options update, or is something else going on?
Wendi - quite right, with all the close changes we had a regression here :(
Fixed in the next build.