Note: If you're looking for a simple explanation as to why comments aren't required on downvotes, see Why isn't providing feedback mandatory on downvotes, and why are ideas suggesting such negatively received?.
I used to get "upset" (though that is too strong a term) when I got downvoted without comment. If my answer isn't good enough then I'd like to know why. Not only does it improve the answer for the OP but it improves my knowledge too.
Where the down-vote has been explained I've found it useful & it has improved my answer, or forced me to delete the answer if it was totally wrong.
So is there any way we can encourage people to leave a comment? Perhaps they don't lose rep if they explain their down-vote?
I must admit though that I haven't always explained my down-vote either so you could call me a hypocrite. I've also grown a thicker skin over the months of using SO (it seems to have come with the higher rep score ;-)), so I'm less bothered about this now.