One reason is that the more detail they offer, the more ammunition they give a rejected applicant to sue based on whatever a lawyer can dream up.
I know of some rejected applicants who have had friends on the inside obtain some feedback, off the record, to help an applicant in future attempts. That of course is a favor, and not a requirement.
Don't ever expect a detailed formal debrief of why you weren't offered a job, because it doesn't happen in any industry that I know of.