Not really... I got rejected once after an interview, and I have a pretty good idea why so didn't feel the need to ask (I was too upfront about being easily burned out. Have since worked on that, and am now upfront about being easily burned out but having the tools to prevent it).
I don't ask when I get rejected before ever speaking to a real person. I have asked during exit interviews and 1-on-1 with boss or managers, they told me quite relevant feedback for work but nothing for the application process, aside from being personable and to warn them before giving out their details as reference so they can expect the call.
If you get filtered out early in the application process there's very little chance they remember your application, if there even is someone checking that mailbox. It probably wasn't even a person reading your application, so there's no one to give you feedback on it.
If you've been to an interview and then been rejected you can contact them and ask why, or rather what you could improve and work on for future applications and interviews. After an interview you have the contact info of someone you've met, so that person will for sure get your message, and will remember you and have an idea of why you weren't picked to move on.