I recently went through a short job search for programming work in Austin. I made it all the way to the final, on-site interview at three places before landing an offer.
Every time I did not get an offer, I would get an email saying "thank you so much for your time, please reply with your concerns or questions!"
And so, each time, I sent and email asking "what did I do wrong, and what could I improve?" making it very clear I was just looking for a quick, single sentence answer like "more github projects" or "you smell."
I didn't get a single reply. Not one.
After that, I quit playing the ultra polite send-a-thank-you for every single phone call or meeting I was graced with, and sure enough, I got a couple job offers after that.
If anything, the whole experience convinced me that no one maybe outside of sales or filling an executive position really cares about this kind of business etiquette - either in giving it or receiving it.