Wow this got really long, here's a summary in case you are not willing to read my full answer.
egreg, I wouldn't worry. As a matter of fact you got feedback on the downvote and that's good. Other downvoters might just be agreeing with those critiques and that's completely legit.
Kyriakos, downvotes are not personal and they help the community. Use them whenever appropriate and try to ask yourself why your question was downvoted.
Full boring and extremely long answer
I agree that receiving a downvote with no comments is a frustrating experience.
As a personal policy, I always leave a comment together with my downvotes on answers, unless my opinion has already been expressed by someone else in the comments in a way I repute satisfying.
I think there's little benefit in downvoting and commenting Yes, I agree with the critiques, without adding anything new. My agreement is already expressed by my downvote, with no need for extra clutter under the post.
In the specific case you mentioned, I think this might be the case: someone explicitly disagreed with you in the comments, and someone else maybe just happened to agree with that person and just cast a second downvote.
My opinion is that the private beta stage aims at giving a style to the site, so it's important to know what is missing or is deemed wrong in an answer
I totally agree, and this is always true, not only in beta. But as a matter of fact you did get feedback about what was deemed wrong in your answer.
You shouldn't be worried that not every single downvote came with a comment, as the second person might just be agreeing with the existing critiques, which is legit.
I'd like to address Kyriakos's comment too, by saying that votes are not meant to be personal. He said
ho ricevuto uno o più voti negativi su moltissime delle mie domande, se non quasi su tutte
I got one or more downvotes on many - almost all - of my questions
First of all, you got a least one downvote on just 6 out of 40 questions you made. I don't have a mathematical definition of the almost all quantifier, but I'm pretty sure is not 15%.
Secondly, downvotes on questions are a different beast: they are much more common and encouraged w.r.t. downvotes on answer. For a start, they are for free, meaning that no reputation is lost for casting them.
So it's completely normal for questions to be downvoted more often than answers: this is by design and well explained here: http://blog.stackoverflow.com/2011/06/optimizing-for-pearls-not-sand/
Even I don't always comment on question downvotes, mostly because very often I cast a close vote together with the downvote.
Back to Kyriakos's comment, it looks you are taking downvotes personally, almost as an offense. You really shouldn't: downvotes are towards the post, not the person. I personally upvoted many questions of your, and downvoted some others.
Let's a couple of examples
I downvoted this question - since I don't see a lot of research effort (not saying that you didn't research, just that it's not in the question) - and cast a close vote, since I think it's a terrible fit for a Q&A as it's primarily opinion based. I didn't leave a comment: my close vote speaks for itself and other people already expressed my opinion in the comments.
È obbligatorio usare la maiuscola dopo un punto interrogativo o esclamativo?
This is by far the most controversial question of yours (and probably on the site), votes-wise: +3/-3. I didn't vote, but it's pretty obvious that while some people found the question interesting, some others thought the question was poorly expressed: questions should clearly explain the context, the poster's hypothesis about the usage and his perplexities about it, a part from show research effort This is clearly lacking here. Why do you have this question? Did you find counterexample to the 'rule' you are asking about? What have you read about it? Have you searched in a dictionary?
io in questa fase non ho espresso alcun voto negativo
I haven't cast any downvote at this stage (private beta, ndr)
Shame on you!1 Downvotes are good, if they are cast for a good reason. If you saw a bad question/answer and you didn't downvote it, you are not contributing to the site as you could!
Votes (up and down) are a powerful tool we have to use in order to make good content arise. Fear not!
If your question gets downvoted, ask yourself: What did I do wrong? and not Your downvote is not effective on me!.
And if you don't understand why your question gets downvoted, you can always come here on meta and ask for the community's opinion.
: this is ironic, before someone gets offended