So rather than ask the person like a grownup they should 
  wildly speculate in order to make everyone less 
  uncomfortable?

When a parent asks friends "look at this photo, isn't my baby beautiful?" the answer is information-free as everyone will say "yes, that is a cute baby".

Exit interviews are the same. But unlike the stuff with a parent, it doesn't have the social-bond-building value of gossip.

With an exit interview, in the best case you learn nothing and know it; and in the worst case you learn nothing but mistakenly think you learned something. Not bothering with an exit interview helps you avoid that mistake, and saves you time as well.