The problem with requiring comments with every downvote is that you'd get the extremely "helpful" comments like "adfhaljsdfhklajdhflaj". In other words, people will do anything to get around a requirement.
Alternatively, it could discourage people from downvoting bad posts. We don't want to encourage people to downvote everything, but we also don't want to discourage downvotes in all cases either.
When it comes right down to it, people downvote for a lot of reasons. Most of them are legitimate (such as "I don't think this answer is useful"). We also have a fraud detection script running that reverts malicious votes that are targeting specific users. And beyond that, we show a pop-up encouraging folks to explain their downvotes up until they have 2,000 reputation in an attempt to encourage explanations on how to make posts better.
You can read additional discussion about this herehere.
Point being, most people, in our experience, downvote with the best intentions. Making comments mandatory with every downvote would be detrimental, and we currently have no plans to make it happen.