Can't we just assume that if some moderator comments a question already asked to be closed and does not close the question then the moderation team does not think this question should be closed ?
Absolutely not. That is not a conclusion that you can draw. Partially because we don't act as a team when it comes to that sort of reviews.
From Who are the site moderators, and what is their role here?:
Moderators are human exception handlers, there to deal with those exceptional conditions that could otherwise disrupt the community.
Reviewing quality in questions and answers is not a primary moderator activity. Commenting on low-quality posts is not "dealing with an exceptional condition", so the fact that a moderator says something about a post says absolutely nothing about whether that post should be deleted or some other particular action should be taken.
If you see a comment left by a moderator (or a high-rep user for that matter), it should not stop you from using your own head.
If we need to delete a post because it is exceptional in some way (spam, abuse, etc.), then we will not just leave a comment on that post. Ideally, you will never have a chance to see it in the first place.
Personally, I prefer giving a user a heads-up about their post rather than just deleting it. It seems friendlier that way. Others may prefer to vote to delete answers that miss the mark, and I happily leave that decision to them. (Unfortunately, as a moderator, I can't vote to delete. I can only comment, or delete.)
On another personal note: I seriously wish there was some setting in my site preferences that would turn off the "moderator diamond" and all special moderator privileges, so that these could be activated only when actually needed. That way, on good days, a moderator could quietly take part in the ordinary activities of the community, just like anybody else.