First off, I recommend reaching out to them again (or at least the ones you felt the strongest connection to) and asking what you can do to improve your application for future cycles. They know best why and should be honest with you. If they don't respond, ask the department instead. If neither respond, then move on and don't press it.
Can't say much without seeing your profile, SOP, PS, etc, so I'll tell you where I messed up the first time. This is my second time applying and I just finished my Master's. The first time around while I had a lot of experience in my concentration, I had zero experience in the part(s) of the world I wanted to work, which hurt my application the first time (fixed that before I applied again). I also killed my own application by not selling myself well enough, demonstrating how valuable my work and experience had been, and being specific in what I wanted to study, the techniques I would employ, and why these schools were best equipped to help me accomplish this. Sell yourself, tell them why you're hot shit and how prepared you are and what you bring to the table. Don't come off as arrogant, but don't be humble. How have your previous experiences and studies prepared you for the project you want to accomplish? Why this school, why this POI?
Also, some departments or POIs have been burned by students without Master's bailing part way through the program (its a whole different beast from undergrad) so they want students with Master's or that have experience that show you can complete a proper project and thesis/dissertation in a timely manner. This cycle the competition might be fiercer than previous ones because post-Covid a lot of people are considering going back to school and are coming with work experience and other projects under their belt, so the competition might have just been really tough.
I hope this helps a little.