I've had the same thought on a number of questions. In many cases, I've been convinced that the answer was a lucky guess that turned out to be right.
Super User isn't about answering for the OP, it's about building a knowledgebase; the OP gets their question answered in the process. It's great for the OP when they can get what they are looking for despite the question being unclear. If it is unclear, though, it will be of limited use to others.
If the accepted answer provides enough information to clarify the intent of the question, the question can be edited. Sometimes, though, even the accepted answer isn't enough to turn the question into a useful one (still ambiguous issues, etc.). In that case, it isn't helpful for other people searching for a solution to their own problem. It also invites a collection of confused answers, and users wasting time writing answers based on potentially wrong and varied interpretations. I don't see an issue with closure.
Edit: Just to add a clarification in relation to Psycogeek's answer -- our answers address different issues and are not mutually exclusive. The question isn't about deleting unclear questions, it's about closing them. If an unclear question has an accepted answer, as described in the question, closure won't result in deletion. If I understand correctly, it is the same case if the answer is upvoted but not accepted. Closure just prevents new answers until the question can be made clear so that it is answerable by other than a lucky guess. I agree with Psycogeek that a bad question with a useful answer should not be deleted, but I think it can be appropriate to close it until it is made clear.