I don't know why we can't but if you'd like something deleted you can always request a close from a mod by reporting it.
I think mostly it's in the for sale sections and stuff that there is a self close option because it's not a discussion? Cause those are more "personal" and your choice kinds of things, when the other boards are more for public stuff like conversations and questions which are best kept open? That's my opinion at least.
Its mostly done for shops, because closing threads that are for discussion are pointless unless something gets out of hand. It would be nice to be allowed to close our posts in other boards however.