You were a perfect fit for the job, and you had the best interview you have ever had; yet you still got the rejection letter. Do you send a thank you note?
Or let's say it comes down to you and one other person, and you know how unqualified the other guy is for the job. Maybe you also know about a character issue of his that the company will regret hiring. Again, the other guy got the job over you. Do you thank the employer for your rejection, or warn them about a bad hire?