Never expect feedback for why you were rejected. It is in the company's best interest not to explain to you why; any feedback could potentially expose them to legal liability.
It may be in the company's best interest to leave you in the dark, though frankly I question that wisdom and have never had it effectively defended by a knowledgeable party. And even if it is in their best interest? That doesn't mean you shouldn't expect professional courtesy out of an organization that disrupted your day and decided not to hire you after it.
Being decent to people is important and you are important enough that you can expect to be treated with decency.
I think it isn't about legality, its mostly that most people take rejection badly and get angry, and it isn't worth a recruiters time to deal with that nonsense.
That's an occupational hazard, one they accepted willingly when they started working as a recruiter. It's not my fault that they have to deal with bad apples.
In the meantime, a lot of us want to improve and be told what we did wrong. It's the least you can do if you used several days of the candidate's life, don't you think?
