I applied for a job within my company. they interviewed me, 2 weeks later they had me shadow with another agent and then made me wait a whole month to tell me I didn’t get the job.

Just as the title says. I’m more upset that they had me shadow someone else, obviously exciting me and making me feel as if I had my foot in the door and I wasn’t even given a reason as to why I didn’t get the job. Should I say something? I’m not trying to leave the company yet.