Why are we not allowed to do any of these? There have been times I wanted to downvote/leave a comment the question I was reviewing a question for closure? Why can we not do this like we can in reviewing first questions/late answers?
The Close Vote Review queue does have a big Edit button:
And under the question, the add comment link is present as usual. It's true that you cannot vote or flag from the queue. Flagging would not be very helpful, since the question is already under review (if it gets closed, the flags are dismissed aitomatically anyway). Voting up or down is a more subtle decision based on the quality of the content, and this is not what the review is about. The idea is to make the process efficient by giving reviewers enough options for the task at hand, and no more.
There are cases when I want to do more, and open the question in another tab. (I use the simple bookmarklet skip but open in another tab to save one click).
For SE position, see Why is voting removed from new review system?