Okay, I think there are several points raised here, so going to separate my opinions about each.
The reason that question was closed is not that it asked for a downloadable save file, but that it was more of a request than a question. Likewise, if someone would post a question of the form "where can I find a screenshot of this specific scene", it's is half asking people to Google for her (because this is a problem which requires search skills, not any expertise with the game) and half a request for someone to do that work herself and post that screenshot, and that's not really a question. I fully support questions of this sort getting closed.
I agree that the first two questions you've linked are similar, though see (3).
It is my personal opinion that the question in question here is actually okay if it would have been worded to address the actual underlying problem: "is there a way to get to a certain point in the game quickly?". The asker explicitly says that he doesn't care about the method, but his problem is just getting to that point - he will be perfectly happy with an answer proposing using cheats to do that. So I think that with a little editing, that question is fine. Likewise, I think the same could be applied to the first two questions you've linked - both ask to solve specific issues (how to unlock scenarios in Heroes, how to prepare a save file for import for Witcher 2). So all 3 questions are fine in my book, they just need a little tweaking to emphasize the real problem.
The final question you've linked is bad: there are actually two questions hiding there. The second one should be removed, and if the OP is still interested in a solution he can ask it again as a separate question.
So I think my conclusion from (1) is that we should close questions that ask about something which cannot be answered by expertise (e.g. a screenshot of a specific scene), but from (3) I say that some questions that appear to be a request are actually about a deeper issue which might be solved with a save file but also might be solved another way.
EDIT I have edited the question in question here in accordance to the above, hoping to make it a better, open-worthy, question. Also edited the HOMM3 question.