I think the mods/admins giving a reason/example when they send the ban message would be perfect. When they ban a user aren't they looking at an example of the offense? So, if that's the case, why not send it to the user?
It will be possible but one of the moderator has said that it will take some time to ban user indicating the reason of the ban. This is why the unofficial list of rules and regulations which is posted in the sticky threads has allowed a user to appeal on meta section. This will give them the chance to identify the reason for the ban as other users were attentive in responding ban appeals in this section.