For the reasons based on improvement to future applications, I completely agree with the need for a reason. When I applied several years ago to a program at UC-Davis, I actually got a fairly candid email from the director of the program in addition to their checklist style rejection letter (I believe some people mentioned it on here and said that they all said the same thing, mine actually cited my statement and LORs as the issue, not my writing sample or lack of "competitiveness" as others have mentioned). Basically, in addition to submitting a fairly half-baked LOR, 2 of my 3 recommenders did worse than write negative letters. They simply hand wrote illegible, meaningless garbage and mailed it in. I obviously don't know what was in them, but I at least got some hints as to whom not to ask the next time around and some constructive criticism regarding what sort of sample to submit for writing (basically my writing sample kept me in the running, but the fact that my LORs were "the worst they'd seen in 20 years" and the fact that the sample was on a fairly well written about subject didn't help at all).
This time around I know I solved at least two of those problems, but I'm still looking at 1 definite rejection, 2 most likely rejections, and two who knows schools. After I give up unless I get some sort of amazing feedback from somewhere that urges me to try again.