So in short it is possible by default to comment on the report why they are taking action but it does not mean that they will let every user know why your posts are deleted.
On recent versions of SMF maybe, but here on this (old) version, mods do not have this possibility. Good, bad, ignore, these are the only options we have. And I think (not sure) that the mods' report list is a page created by Theymos, so nothing standard.
On Epochtalk, mods will be able to leave comments on a user's profile and on a report.