When someone selects duplicate as the reason to close a question, the questions selected by other users are shown as presets. However, they aren't shown if the vote has expired. I think it would be easier if they were, as just because they have expired doesn't make it any less likely that someone else will want to close the question for the same reason.
This is exactly why I usually post a duplicate link in a comment first. That way it sticks around.
It would be nice if you could count on the auto-generated comment to stick around like a normal comment.
I follow your reasoning, but this isn't necessary.
The auto-generated "possible duplicate" comments don't get removed if the question doesn't get closed and the votes expire. Here's an example.
So this really isn't saving much time... maybe 1 or 2 clicks, and that's it.
As @Grace Note pointed out, you can manually edit the comment to get it to stick around no matter what (i.e., if you suspect the close votes may not make quorum).