For the default ones of spam, off-topic, and inappropriate, I don’t believe it’s possible to edit their behaviour.
Though there is the option to create custom flags where you can set whether they require extra detail (and therefore would create a PM as well as a reviewable in the queue, which would give them the view full conversation button). I think it should then be possible to disable the default ones and replace them with similar custom versions that have the ‘Prompt users to provide additional reasons’ option checked.
You can find the custom flag options under the moderation section of your admin area (/admin/config/flags)