I'm sceptical; I've heard this before but never managed to track down a source; I also don't know if you need some specific wording for this or if it's so vague as to be useful. Case in point: when I've failed my google interviews in London, I asked for the feedback, and got a reply saying something like "Sorry, we don't do detailed feedback. We weren't happy with your performance on the interviews". Which, duh, I got that from the being rejected part :P
Huh? I've been rejected by an UK company with just "you're obviously a very experienced programmer, but "we are not able to take your application any further at this time".
I did get a code review out of it though, and it did point out a few real issues, so I'm ok with it.
Maybe I don't understand the legals fully. My experience comes from being on the hiring side. Our HR department were very keen that we kept detailed notes so that the decision not to hire could be justified in the case of a tribunal or suing situation. For what it's worth, it did make me question my motives and felt that it ensured I gave every candidate a fair shot.