Unfortunately 99% of the time you will not receive any feedback on your interview "performance." This isn't because the interviewers don't want to or don't like you, it's because they have been counseled by their legal department not to. If they were to provide any feedback that could be misconstrued it opens the company to lawsuit.
I know, I know....you're going to say that all you are looking for is some constructive criticism. But let's face it, interviews are emotionally charged and some, although asking for quality critique, just won't take it that way. It's hard to hear negatives, especially if you want the job.
The other side of the coin is that they can opt not to hire you simply because they don't like you - very real fact. But they can't exactly disclose that can they?
This is not anything unusual in any interview situation, pilot or not. So it isn't exclusively reserved for pilot interviews - it happens everywhere. It's just that pilot interviews are a pivotal point in your career (and few and far between) so this subject is magnified.
When you've gone through an interview that you thought went well
(sidebar* keep in mind that when the interview is finished there is an extreme sense of relief due to the intense nature. Don't mistake that relief for doing well)
reflect back on the interview - what questions did you feel uncomfortable with? This is probably where you fell down.
I hope this helps!!
Lori