Closing them would help the developers, as sites like GitHub make it much easier to track and act on issues.
However, I don't think we should/can assume that every Stack Apps user has an account on sites like GitHub -- they may not be developers and are just casual users. Although it's easy to make an account, I don't think we should force them to!
If we did close the questions, they could comment but then they would be limited in the details they can provide because of lack of space. I often have users post issues/bugs in comments and it makes it a lot harder to track than an answer would be.
How about a 'mod message/notice' kind of thing like they have on Meta sites just to bring to the attention of users that ideally issues are posted elsewhere? The screenshot in Allow Moderator Comments with the Prefix "Moderator Note" to show up in collapsed comments (main Meta site) shows a possible UI. This screenshot shows what type of message I'm talking about (also from linked post):
