I think it depends on your situation. I did not match this past March and contacted the programs I interviewed at for feedback. Of course, when doing this, the program can tell you anything they want since they are temporarily done with you. If they truly have your best interest at heart they will be honest so that you can improve yourself from there.
For my situation, each of the residencies indicated they were very interested and I was a great candidate except for my examination scores. I am a terrible test taker and so they were able to dispel the idea that I flubbed up my interview or gave off the wrong vibe to someone. It allowed me to really focus in on what my weaknesses were rather than waste time worrying unnecessarily about other possible issues.
Granted it does take extra time to seek out this information. But I found that, not only, was it worth that time, but if anything those residencies had a chance to see that I really was motivated to get better and was actively seeking out ways to do so.
And aside from the feedback about why I wasn't chosen for their program, some of them gave me just really good general advice for how to approach the Match this year. I think getting feedback is well worth the time and effort, but everyone's situation is different.