I've been there too, requesting such a feature, since you put a lot of effort to your answers and questions. And then comes this user who seemingly by random down vote a post. I think it's bad behavior - and someone who can down vote, often have some idea of why. As poster you could benefit from constructive feedback and learn something.
But we can't force user to provide an accurate comment or an accurate answer either. You would also compromise the entire gamification logic if a vote all of a sudden required a comment. The up and down voting buttons are there for convenience without any other constrain than privilege.
But when users do down vote, they get a popup asking for a complementary comment with the down vote. And this is the best we can do.
This feature have been requested and denied several times, where more full argument can be read here: Encouraging people to explain downvotes.