Rhetorical questions should be encouraged in comments, but discouraged in answers.
There are several reasons for this. First and foremost, a question does not satisfy any common sense interpretation of the term "answer". It's a response, yes. It may be helpful, yes. It may allow someone to derive an answer, yes. But an answer it's not.
Second, we have an established guideline/culture for using comments to express questions and for using comments as a mechanism to allow users to answer questions for themselves. Using the comment mechanism for rhetorical questions is only natural in this context.
Third, I contend that a fundamental attribute of the StackExchange "brand" is a vehicle for getting answers to questions quickly and efficiently, either through Google search (for existing questions/answers) or by a real time response. Allowing/encouraging answers in the form of questions is at odds with that attribute.
Finally, we have a flag category of "Not an answer" whose name and explanation is an ideal fit for rhetorical-questions-as-answers given this answer. If you accept/encourage rhetorical questions as answers, then we have to add "Not an answer" to the rogues gallery of Stack Exchange phrases with gaping exceptions that everyone is/was supposed to remember (e.g. "Off topic", "Not a real question", etc.)