In my experience, this isn’t always true. If you ask the person who interviewed you they will often give you feedback. The issue is that often you do an interview with person x, but then get a rejection email from person y in HR. Person Y doesn’t know enough detail to give you feedback so they don’t.
I’ve also conducted hundreds of interviews. I generally don’t give feedback unless asked because a) it takes time and b) some candidates will push back and argue even though I’ve already made a decision and c) sometimes it’s just awkward. For example, a team might reject someone because they find the candidate doesn’t communicate well, but that’s awkward feedback to give someone, even if it’s useful. But if someone reaches out and asks for feedback, I usually try to schedule a five minute phone call to help them out.