The guidelines were written in order to make HN a better place for the entire HN community. Your defense of "please reply instead of downvoting" only touches upon how it "seems to help" you.
Encouraging discussion helps everyone. That's what the comments are for. The guidelines have that line in them because people do not like reading complaints about being downvoted, and because those complaints are not productive conversation. Not because there is some underlying reason why drawing attention to the existence of comment moderation is somehow wrong.