I totally agree with this. Companies should give (constructive) feedback when they say no. They do not partially out of a fear of being sued, but also because they often don't know really why the reject people. The default state at most companies is rejection. If no one really liked you during the interviews, at most companies this will result in a rejection.
We're doing this differently at Triplebyte. We give everyone we don't work with (who does our final interview) a several hundred word personal email, with an explanation and advice on how we think they can improve.