When I was rejected in November 2006, I sent a sarcastic (but not rude) email complaining about not being given a reason. However, I doubt anyone was offended. Anyway, I won't be doing that again.
I felt a little disappointed also, but Paul's point above makes sense:
The reason is that there generally are no details to give. Usually when we don't invite a group for interviews, it's not because there was some glaring flaw in the application, but simply because nothing in it jumped out at us.
I would expect that in a more perfect world PG (or an equivalent) would also say "We also like to give feedback and point out the things that would have made us more interested had it been included."
The common refrain from VCs, book publishers -- anyone who gets large volumes of submissions and can only select a tiny minority is:
* even attempting to respond (however briefly) to the deluge of requests would overwhelm us to the point that we could no longer focus on running the core business
But, if all publishers gave feedback then the 'poor' authors would each save themselves from submitting to multiple publishers, and the 'poor' publishers deluged with submissions would instead have more refined manuscripts to evaluate and in lesser numbers. Thus, a little feedback can go a long way. This is because ideally manuscripts would improve only after a few submissions due to the feedback given and then they would either be accepted for publishing, referred to a more appropriate publisher, or shelved due to uninterested publishers.
