Of course for you, personally, it sucks and you want to know how to improve, but for the company the very act of talking to you after your temporary relationship is over does come with the potential for incredible harm. It's unlikely, but a liability they have zero responsibility to take on. As far as companies are concerned, not interacting with anyone they don't have a business relationship with is solid business practice, and while applying, you're just an application; you're not someone whose education and growth path they are responsible for. You would be, if you got hired, but until then you are not their responsibility in the slightest and any unpaid, no-contract interaction between them and you is a liability to them.
Doing nothing is by far the smartest thing the company can insist on. Even if it sucks for us applicants.
Giving detailed feedback takes more time, and is inherently more risky than a timely, somewhat bland rejection letter. Candidates are much more likely to feel slighted when they are given specific criticism, which they may or may not agree with.