Should I Respond To a Rejection Decision

[Meems]

Hi,

I know it is very unlikely anyone would reply to a rejection ( I have had like two rejections and I was Okay with it) but, I interviewed with Utah uni for PhD like 12 days ago, the interview went extremely well, like I cannot emphasize on how great it went, some laughs and lots of compliments on my projects, skills and English skills. I really thought I was going to get it but I got a rejection.
At the end of the interview a professor asked if they can contact the professor whom I have had been awarded with an internship to work for in Germany, I told him ofc he can and that she agreed before to be added as a reference contact. I don't know why I got worried that maybe she didn't reply to them? I started thinking that maybe other professors like my supervisor did not reply maybe ( there is like really slim chance anyone would say anything bad about me). 

So, as you can see, I am really dying to know why I got rejected. More importantly, I feel like I want to know to improve my application for next year, this is what really concern me now, specially because I feel I would want to reapply to this uni again, but at the same time I am worried that by asking them why they rejected me I might be black listed forever ( hope you understand what I mean). So, what do you think I should do?

PS: I don't want them to revoke the response and accept me, I know that is impossible but I am asking if I can ask them why so I can improve myself.