I run the Creative Nonfiction publication, Indelible Ink, and I'm rather fussy about the stories I publish. I reject far more than I accept, but I always try to leave feedback. Sometimes I'll even make suggestions, even though the story may not be right for me.
The only time I might not bother to leave feedback is when I receive a story from someone who clearly hasn't bothered to look at my publication or read the submission guidelines. I assume they've sent the same story to many others and I feel no obligation to help them out.
But my pub is small and I don't get a ton of submissions. If I did, it might be a challenge to take the time for feedback. If I were inundated with submissions I might have to rethink the personal contact. A shame, but that's reality.