Ive always offered to give detailed feedback to my candidates that didn't pass a technical screen. I'd say about 80% of them were eager to hear it, and were grateful to get information that could help them get better at coding, or at least interviewing. It leaves people with a good impression of the company, and you get the satisfaction of knowing you helped someone. You aren't going to get sued for telling someone which type of sorting algorithm is most efficient for x sized data set.
Those have usually been ones that did very poorly, so they probably already have some idea of what they were missing.
Some candidates have other offers to fall back on and just don't care that much, and some just don't want to discuss technical details with someone in a non technical role, which is understandable.
