Uncommented downvotes are common (and despised) throughout the Stack Exchange network, so I was curious if the claim that we are significantly worse at this is actually valid. SEDE gave me some interesting numbers (actual query here).
As it turns out, 36.3% of the downvotes received are on posts with no comments whatsoever. For comparison, Christianity.SE is at 16.9% and Judaism.SE 13.5%. Compared to all other sites on the Stack Exchange network, we're the sixth worst in this regard.
So, yeah, the claim seems valid. And now onto the meat of the question: Why?
I obviously cannot speak for everyone on the site — my personal commenting habits are mostly still the same as last year — but I can speculate: Good constructive criticism is hard, probably more-so here where many of our users don't even speak English as a first language.
And for whatever reason, people on this site just aren't open to criticism; as a moderator, I can't even tell you how many times I've received "rude/offensive" flags on comments that were doing nothing more than criticising a post, often with an explanation of exactly what flaws were present and how they could be corrected.
We definitely had a lot more constructive criticism going on in the first year of the site, but, frankly, nobody cared. Comments were often just ignored completely, and that was the in the best of cases; more often than not they were just taken as an excuse to argue, which just drove away most of our core experts.
Either way, they rarely if ever resulted in things showing any actual improvement. And I'm sure this fact is obvious to many if not most of our active users.
Between the difficulty of writing good constructive criticism in the first place, the risk of being targetted personally just for leaving it, and the lack of it ever actually improving anything, I'm really not surprised that many users just don't consider it worth the effort.
If the community wants users to leave more constructive criticism, it is incumbent on the community to welcome constructive criticism. Commenters — like everyone else on this site — are volunteering their time to help others, and nobody really likes feeling as if their efforts are going to waste.