I don't know who gave you this information, but it is absolutely not true.
Why should a company waste their EMs, APs and Partners time to interview someone that they are not going to hire regardless of his/her performance?
I can assure you that if someone receives a rejection it's because he/she was simply not good enough (of course related to that particular performance, not in general).
Sometimes feedbacks are foggy or useless because either the person doesn't like to give that kind of feedback/is not putting too much effort in delivering the feedback or because it's difficult to say it. E.g., sometimes you are rejecting a candidate not because he did something wrong, but simply because he's not good enough compared to the average consultant of that particular firm.
Hope it helps!