the government has very strong guidelines on this sort of thing, and if you're a large company with an HR department, the Information Commissioner is likely to not believe you if you state that you don't keep written records about job applicants, and destroying the information is a criminal offence.
example of an organisation's policy: http://www.ed.ac.uk/schools-departments/records-management-s...
The EEOC push has benefits, but the danger is it reduces the efficiency that feedback could provide.
It's worth noting that headhunters can fill this role. Since they're only an intermediary, they frequently can get away with giving direct feedback.
This just leads to depressing frustration. I want to improve and be the right candidate, but I don't know how and no one will help me figure out how.
Luckily, I have a job now. But God forbid when I have to start the interviewing process again.
If companies provided fine-grained feedback on specific deficiencies, it would inevitably create an opening for an argument about those items, which they have no interest or motivation to do.
Be smart, be prepared to apply widely, and take the view that rejection is the default case.