Note how the info to the right of the flag says I've commented
If it knows I've commented, it really shouldn't tell me to comment. I'm in the habit of commenting immediately after I close, so I can see this happening a lot. Even for mods who normally comment before closing, the rare occurrence of this flag when they forget or whatever should be dismissed on a comment just like deleting a post clears flags.
I also disagree with the general premise that mods should be nagged instead of being taught up front what to do when closing, but that's a subject for a different post. There's also the occasional question which is about apples or something, and it's not exactly necessary to leave a comment when closing as off-topic.
As noted in the comments:
Given the newer clearer close reasons and the help center, sometimes a comment is not even needed. Mods would basically be repeating whats mentioned on the close banner just a few lines below.