Title says it all... When I go to Close=> Off-Topic=> Other and enter a reason below, it posts a comment to the post on which I am casting said close vote. Please give us a heads-up, or remove this functionality.
Casting a some kinds of close votes has always generated a comment. For example VTC as duplicate has always generated a comment. Doing so for the custom close reasons that help explain what the person did wrong is a natural extension of being helpful to the poster.
The comment is in your name so you are free to edit it (for the first 5 minutes) or remove it and say exactly what you want to say at any time, but I see no reason to remove the time saving and possibly very helpful device of informing the OP why people think their question should be closed.
VTC's are not private and there should be no expectation as to privacy in their use. Any time five voters or any number of voters plus a mod close something, the names of all those casting votes will be shown. However all their close reasons will be averaged out and only one final one chosen, so commenting is your one shot to defend your vote and it's specific reason rather than just signing off on whatever the mob picked.