Back when we were looking for developers, I did my best to contact everyone we decided not to hire. There was one guy that simply would not accept my rejection and demanded that I explain why we felt he wasn't a good match.
I got rid of him eventually, but I can easily see such a conversation ending in lawsuit-enabling remarks by me. Hiring, especially non-hiring, is a lot about gut feelings, and those might be tricky to explain legally.
So I would say it's definitely safer to keep quiet.