I asked Could we allow users to challenge moderators' decisions? but it was marked as a duplicate. But I believe it isn't a duplicate because the questions linked to are asking how to use a feature that already exists in Stack Exchange, while mine is asking if we could implement a new feature.
In general, you should edit your original question to clarify why it's not a duplicate rather than bringing up a new question. If you can't do that convincingly, the question will remain closed… because you did not convince enough people (5 with 3k rep, or 1 with a gold badge or diamond) that your assertion that the questions are different is correct. (This was explained on the answers to the other question, incidentally.)
But a feature-request for a feature that already exists is definitely a duplicate of a support question asking what feature to use for the same purpose — both are answered by pointing to the appropriate usage of the existing functionality. Which you should be using, rather than asking for a feature that already exists.
It's a roundabout way of declining your request. You're asking for a way to handle your question being closed, and that (admittedly more broad) question already has several answers.
And you should note that the people that close your question (or put it on hold) are not "always right". Those banners list multiple user names, because it's done by voting, which means that it's not just one person's word against your question - several other people agree. In the case where only one user name is listed, (gold badge duplicate closers, diamond moderator actions), you can still go to that site's meta to ask about and challenge the closure.