Yeah. It is fine to ask other users to remind their privileges of moderation. On smaller sites like ours, close votes or reopen votes do not reach threshold of 5 votes easily and the questions remain closed/open even though they are not worthy of it. So, I asked the user to use their close vote since they also think it's answered already.
If we are asking others to vote to close irrespective of the content, that's against the spirit of moderation. We might have to face some consequences for doing that. See
Concerns about brigading.
Linking questions for closure or reopening happens in chat rooms regularly. There is a dedicated chat room on Stack Overflow only for posting such comments. I think there are other rooms on other sites too.
In the cited example, the user commented "Yes" linking to an answer which was the same question linked as a duplicate. The other question too asks the same question whether it was Krishna or Brahman who was speaking. So the user also agrees that it's a duplicate. But I am not sure if they are using their privileges right. So I reminded them to use their privileges.
In fact, we even have a meta question which asks users to moderate first if they see something which needs to. If we know the question needs some action, then it's better to act on it.
Users should make use of their privileges