Optimizing is important
We should optimize for quality like any SE site. I think in that regard RPG.SE works fine. It's hard to distinguish what should count as "opinion" because after all, apart from the simplest rulebook questions, everything here is opinion in one form or another. But the other close reasons are well understood even by people new to the site. They just need to know them.
Communication is key
This is a problem that all SE sites face, but only the smaller ones actually are at a limit where it counts (on SO for example, a bad question is closed in minutes): if someone casts a close vote, that's totally unhelpful. It may become helpful the second that 4 others vote to close, because then, and only then a helpful text is presented. It might well be that a post sits at 3-4 close votes, without any indicator what might be wrong. The poor fellow has to wait for hours until a fifth member thinks the post is bad. In the meantime, he could have already improved it, so it didn't get closed from the start.
Already existing feature
The review queue already has this feature. It will review with a comment attached to the post that gets upvoted when another one votes in that direction. I think that's very nice, because the comments are pre-written, they do not take the time of the voter and they are nice and constructive including relevant links. The same behaviour could be implemented for close votes. The description is already pretty comment-worthy.
People said that this invades their anonymity of voting, but I do not really think that's a point. If the vote goes through, the people who voted are listed by name anyway.
There is a proposal on the SE meta herehere. This is a feature I would like for all sites.