I sat in on about 100+ onsites where I was involved in collecting feedback from the onsite team. I asked each candidate if they would like to receive feedback before they left the building, and most of the time we told them on the spot we wouldn't be moving forward with the reasons why (sometimes actionable, sometimes not). The candidates appreciated the feedback since it occasionally helped them perform better in their future onsites. Some of them wrote positive Glassdoor reviews, and we even received referrals from a couple. It's uncomfortable as a hiring manager to do this, but in my experience, it's a net positive.