tl;dr
There should be a comment automatically appended to a question for every unique close vote. This helps users understand their question is at risk of closure and explains why.
Rationale
Currently, there are two closure reasons that trigger auto-comments:
Duplicate close vote
Custom "off topic" close vote.
The duplicate comment helps other users (and the OP) to see that duplication is possible and act upon it, either by ignoring, flagging or voting to close. The custom "off topic" close comment is nicely phrased and gives the OP a warning that at least one voter feels their question is invalid.
I see no reason not to extend this behaviour to all comments, for the following reasons:
Low reputation users cannot see pending close votes on their questions. They will not realise what action is needed unless the voter leaves a comment. They just stare at their down-votes in confusion.
Low reputation users are the least likely to be familiar with the closure reasons. So they are forbidden from seeing their question is en-route to closure and they are unlikely to know why.
Many questions are closed without any comments at all. I don't have stats to back this up, but I feel like I see it often. Or, perhaps a question with
close(4)
under it and not a single comment.
Possible Objections
But there will be floods of comments - what if five different closure reasons are selected?!
On some questions, multiple closure reasons are selected. But I'd prefer to see two auto-comments posted rather than silence from the voters.
An auto-generated comment is evil - it will lack context and won't help
The comment can be edited! The sort of dutiful people who leave comments anyway can edit the contents to their hearts content. However, at least the fly-by-night voters leave some trace.
Implementation
I believe the way the "off topic" custom closure comments work are very nice (see below).
I would like to see all closure reasons posted in this fashion as a comment.