I had thought I did well in all the interviews but was just bested by another candidate.

But the role continued to be advertised as they were hiring multiple headcount, so it seems the recruiter straight up lied and was trying to let me down gently. Reality settled when I saw all the hire/maybe hire/no hire positions of the interviewers.

I don’t disagree with any of the feedback or angry; I’m using all the data gathered to improve myself.

As for the privacy request, usually you agree to a privacy policy with most firms that say you can request a copy of the data anyway, don’t always need to use legislation to order it.

It's at a state level in the US, so it's necessary to look up your state's privacy laws (California was the first to adopt comprehensive privacy legislation but others have followed). TBH I had never thought about its applicability to hiring process information, since the laws are framed more as a "consumer" right, but it seems possible it's covered under some of these laws.