Multiple possible reasons that are not even mutually exclusive:
1There is a magic link in comments: the text
 is converted to a link to the edit page of the current post the comment is under.
Thus there is an extremely low barrier to add such links, the difference is typing two characters:
Please edit for reason this and that
Please  for reason this and that
There are plenty of automatically generated comments. Some come from actions on the site (like reviews), others are canned comments that a user might have a list of and posts often with little or no alteration.
In either case, it is probably more work to not post the magic link than to post it.
Even if the poster knows how to edit, others might not. A comment might server to educate others. Yet, even somewhat seasoned users might have issue finding the edit button - the post links do have low discoverability for many. Adding another easy path for it essentially harms literally nobody.
Assume good intent
This is not really a reason to post links to edit but even more general - the claim that it is "rude" seems to fly directly in the face to the overall guidance to not do that.
I must be honest here - I find your perception of being "rude" is a lot more problematic than the practice of adding a link.
Ultimately, the link adds a minuscule amount of more information. At worst it is slightly redundant information but might also be helpful in guiding users. There is little reason to assume commenters who use the link do it for a purpose other than trying to help.