Didn’t get the job but should I call back?

So I thought I had an amazing round of interviews and I really clicked with all my interviewers but ultimately I wasn’t offered the position. I missed their call since I was in class so should I call back and just say thanks for the time or should I also ask why I didn’t get it or what I could improve on or not call at all? This was my number one choice so it kind of hurts I didn’t get it.

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