I think that the least one should expect is a short email (it doesn't have to be a 1500 word essay), upon request, outlining the basic reasons for your rejection. It is important for your own future progression and development (and sanity). After all, it would appear that you are monitored by clip-board wielding assessors every minute of the day so there should be copious notes. Additionally, at the end of the day the 'brush up' by the HR team would probably provide one or two liners that sum up your performance and could be passed on to you.
Many moons ago I attended the Admiralty Interview Board (and failed miserably). Upon request, I received a 2 page, hand written letter from the Board's President, a full captain, describing constructively and precisely my many failings.
As in many things, there is a way and then there's a right way of doing things.