This topic has been extensively discussed on other StackExchange sites, e.g. here is the discussion from StackOverflow. The conclusion has always been that sites should not require any explanation for downvotes and although in some cases it may be helpful to have comments it is not something that should be required or enforced.
Having said that, since this is a new site I think that the common reasons for downvoting (off-topic question; poorly defined question; dupe question etc.) are less clear than in other well-established sites that have - by now - a very well-defined scope and purpose. For that reason I believe that comments are especially useful during 'startup', if only to help communicate to others what you believe is in scope and reasonable here.
Over time I expect that a consensus will emerge on what is accepted on this site, but I also expect that we will come to the same basic conclusions on downvotes as other sites.