> So I submitted a privacy request to the privacy and legal team about all and any data pertaining to the hiring process and interview

I'm rather surprised this worked, is there any reason to not do this for every interview?

No, at least the privacy officer I spoke to says it doesn't negative impact how you are considered by the company, and that the requests are handled by the applicable data protection law.

I wouldn't do it for a tiny company / startup where such a request can easily be exposed to recruiter and interviewers, but in those cases you're very likely to receive candid feedback by just asking anyway.