Closing a question doesn't keep comments from being posted. Both the OP and others can post comments on closed questions.
Closing a question prevents answers from being posted. A question that is closed must also be locked (or deleted) to prevent comments from being posted. Locking is rare (especially long-term locking--usually a post is locked for a short time while a dispute about it is resolved). Deletion prevents most people from seeing the post, so there is probably not much value associated with adding a new feature to allow bug links to be added to deleted posts.
Therefore, it seems like the feature being requested already exists. The OP, or anyone who knows about it, can post a comment on the closed question with a link to the bug report. Since this is fundamentally the sort of information that belongs in comments (and not in answers or elsewhere), this existing solution is probably already good.
If you're wondering why people so often don't post links to bug reports on their questions--perhaps they don't know it's valuable to do so, or don't realize it's considered appropriate. Perhaps they never come back to Ask Ubuntu after they are told to report the bug, or after their question is closed (until they have another question). But the ability to post information with a bug link, that they already have.
Please note that there is another way to post a link to a bug report, which might be considered good: The OP can edit the bug link into their question, perhaps inside a blockquote at the end of the question so it looks like a banner and is easily identifiable and distinguishable from any automatically placed banners. (This could be done by other users too, of course, but unless we decide this is an ideal way to provide the information, I think it would probably be more appropriate to give bug links on other people's questions in a comment.)