Yes. Encourage we should and encourage we do.
In fact, StackExchange encourages it automatically: see Encouraging people to explain downvotes Meta.SE post from 2009 that was status-completed in 2015. Users with rep below 2k get
Please consider adding a comment if you think this post can be improved popup when downvoting - but apparently only once, whenever they downvote for the first time.
There is a broad consensus among our high-rep users that leaving a comment when downvoting is a good thing:
Needless to say, like everyone else I would urge people to leave a comment when down-voting, almost always (@Scortchi)
If you can say that you always comment if and when you downvote, then I admire that [...] (@NickCox)
Downvotes are inherently negative. They create bad feelings. Use them when they can have the constructive effect of encouraging a poster to improve a particular post. This implies that most downvotes are wasted if they are not accompanied by an effective, actionable comment. (There are exceptions: some posts are so obviously poor that little needs to be said.) (@whuber)
There is no way we can technically force people to leave a comment, and there are compelling arguments that this would be a bad thing anyway. Sometimes posts are just too bad and life is too short to leave a comment. But one should aim at leaving a comment whenever there is any hope that the post might get improved, or whenever there is hope that the comment might at least be useful for future readers.