This is a pretty infuriating issue where Editors+ (I'm not confirmed about Moderators) can't reject a question with a comment. This can be a problem with, say, newer users, whose questions which break the rules are approved and then closed with a note. If I were in their place, it'd be pretty awkward for me because I'll then be questioning the usefulness of the reject and approve system.
A very recent example for this is the case where a user who became active after a year had their question approved and then closed with a comment in the PokéBase section, and when they asked it again in the RMT section (where it belongs), it gets approved and then closed again because it broke a few RMT rules as well, and now they're asked to re-post again. A pretty cumbersome thing to be honest.
So, with the ability to reject questions with a comment, it'd be better for users who're not very aware of the rules (again, that's not very appropriate, and they need to get familiar with the rules). This would also cause less clutter, as the [closed] sign on a question makes it look ugly.
I had a conversation with Kiawe about this on Discord, and I asked him about this.
The problem tl;dr:
(Sorry for the blurry text but it's readable.)
So, a side suggestion might be that users whose questions were rejected would remain rejected and hidden and they can't reshow them, because it can get annoying for the higher staff to deal with such small issues and the whole site at the same time.
This might become a bigger issue if the userbase increases at an exponential rate, so I think this'd be a nice thing to implement. Cheers.
Edit: Please note that the "looking ugly" fact is a side thought and is my point of view. And to clarify, I'm not questioning the approval system, I just gave an example of what I might feel if I'm a new user and face the same situation. The system is extremely useful, I just would appreciate if this was added to it as it's a bit rude to get two questions approved and then closed, because they can't get a reason to why it was rejected (if it was rejected) (copied from my comment).