I've occasionally written well-received downvote explanations, but that only seems easy to do when the reason the parent's being downvoted is or should be obvious to all and sundry. I gather from this that the community likes seeing people scolded who make dumb points, but doesn't like downvote explanations in general.

(I'll admit a fairly small sample size, though -- typically I don't downvote posts I respond to, because of the risk of sparking a retaliatory cycle.)