I would do it; why? for two reasons. One is that you took alot of time and money to fill out all their forms, write the essays and whatever. This is a life changing thing you are trying to do. You take is seriously and so should they. If they aren't nice about your asking, then I wouldn't apply to them again. But, you definitely deserve the right to ask what you might have lacked, or they didn't like, etc.
Second, it shows them that you do take this seriously and that you are willing to do whatever it takes to get in somewhere. When I was in eighth grade, I interviewed at alot of private schools for nineth grade admission. The schools who rejected me were very careful to sit down and explain to me what it was that I lacked - it was not having enough math background. Not that I was a terrible applicant or they thought I was a strange kid or whatever my fears might have told me. So, knowing the simple facts can be a great help.
