Asking closed questions is not optimal, for the reasons pointed out by Kristian - they skew the results. I think Adrian has a point too, since getting feature-specific feedback might be a better fit for a survey.
It is the interviewer's job to moderate the discussion, to keep the focus. I think this is partly what you wanted/needed to accomplish, based on the quote below. This can be done with open ended follow-up questions. Or, indeed, sometimes with closed questions - see below.
Sometimes avoiding leading questions just because they are generally considered bad practice is counter-productive.
When to ask closed/leading questions
I think the right place for asking leading questions is to confirm gained knowledge.
You made an observation X during the interview. Based on that, you have induced a hypothesis Y.
"You said/did X. Is Y true?"
is fine, and to my understanding, the recommended way for proceeding with Contextual Inquiry (CI), for instance.
Interviews are limited
However, in the context of a user interview trying to find out what makes people happy or unhappy, what their needs and wants are, wouldn't asking open-ended questions mean that you only end up finding out what they tell you instead of what you want to know?
I think this is mostly true for interviews. An interview can only capture so much. That's why we have more advanced methodologies, like the CI, which include ethnographic methods for capturing the underlying user needs and wants.
In addition to asking the right questions, you need the context, the partnership, the interpretation and the focus principles the CI introduces. This doesn't mean interviews are useless - they just don't capture as much.
CI principles briefly
Context - observe the user in the real context
- DO: base your induction on concrete things - what the user actually does, instead what she says
- DONT: generalize or rely on abstractions.
Partnership - establish the master-apprentice relationship in order to reach a common understanding
- DO: set a common goal for the CI session in order to learn the master's needs
- DONT: leave questions unasked or break the egalitarian roles.
Interpretation - observe the master without bias and presumptions
- DO: observe what actually happens. Confirm your interpretation afterwards. (This does not bias the CI)
- DONT: make silent conclusions, lead the master with suggestions or with closed questions during the observation.
Focus - think critically, question your own hypotheses. Concentrate on the problem at hand that you're solving
- DO: challenge your own assumptions
- DONT: overlook conflicting actions or make assumptions.
H. Beyer, K. Holtzblatt, Contextual Design : Defining Customer-Centered Systems, Elsevier Science, Saint Louis, 1997, 497 p.