Why is it possible to comment on a closed question?
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Allows for people to post a case for re-opening the question. Especially if they don't have enough rep in order to cast a re-open.
It can also allow for a little tidy up of any loose threads that were fraying just before the closing of a question.
And it will allow a mod or one of the closers to explain why the question was closed in the first place.
One reason I could think of: to let people without vote for reopen powers to let others know that they feel the question is valid.
I do not think that this is the reason it was done that way - only Jeff might have some insight on that - but for sure a good usage for it.
As Random beat me by 2 seconds, here another reason: to let the OP know what edits would help to turn it into a valuable question.