That may be true, but I've had good luck asking recruiters for feedback after getting bad news. They usually give some good advice or feedback - over the phone, of course, never in writing. Typically they say something like "You were really strong in X but the hiring manager is looking for someone with more Y." One recruiter told me that the HM had given me the thumbs down saying I was "insufficiently succinct" in my answers! But even there, I had good rapport with the recruiter and he was able to suggest other roles within the company.