I had a good interview with a UX Research job posting, and thought I had a decent chance. However, the rejection feedback made it clear that I hadn't addressed the screening questions well enough to move forward.
I was a bit uncertain about what to do next. The natural reaction for being rejected on a job is to simply thank them and move on, but then I realized that I really needed to do one thing more.
So I took a deep breath and took a risk and asked for the feedback over my performance.
They were actually kind enough to give me their assessment sheet of what I had submitted, and I'm very glad that I did. Now I can see a good counterpoint to where my weaknesses are in my work. It's really enlightening to see where my answers were strongest and where I was way too vague.
I think, especially for someone who's pursuing the UX Research track, this sort of feedback is an amazing resource, because you need to distinctly show your process and let people in on your thinking. If you fail at it, there's nothing more important than realizing where you lost your audience so that you can iterate and move forward instead of making the same mistakes again.