Firstly, feature requests are definitely off-topic. No disagreement.
(With leeway for people who want to know how to make something better — development is on-topic)
But a message that sends everybody to Launchpad isn't appropriate for most projects.
That's like telling somebody to run
ubuntu-bug firefox to submit a feature request. You'd do better to tell them to visit the Firefox support forums (which seems to work as a SE clone).
But that's just Firefox. Every project handles this in a different place and in a different way so there's nothing we can do in-close-message that applies to every feature request.
So as a slight counter, can I suggest we do this in a new close message (I think we have a spare and can beg for more) and in that message, explain why it's off-topic here (we aren't the developers of your widget) and push them to a resource that tells them how they find out where to suggest features for that project.
Because everything is different, that means pushing them to a question on the site (or help wiki) that outlines the process of working who is responsible for something and how to
annoy interact with them directly.
Something along the lines of "How do I request a new feature/improvement?" It needs to handle both true upstream and Ubuntu-centred projects in a nice clean way.
This might already exist. It should. It's a good question.
The close messages are somewhat immutable so I won't do anything until there's some feedback here and we have a suitable explanation question (post links in the comments!)