Another reason is that often rejections are highly subjective, and telling a candidate that "we didn't hire you because of X" could be highly insulting.

If they've written down notes or a stance/defence in a talent management system, all they need to do is regurgitate that in my opinion. I wrote about it upthread but having done a data request under my country's privacy act, I was able to get a raw dump of all the data (PII redacted). Recommend that as best course of action if they're unwilling to provide feedback.