Early in my career as a professional interior designer, I attended a business seminar where the question of whether or not to ask why you didn't get a project came up. The answer was to always ask, you need to know in order to tailor your business for future quotes. Done properly (no emotion, no pouting) it's considered a very professional thing to do, and you have a right to know after the work you put into the proposal, and the client has a duty to answer (hopefully truthfully) after taking your time. Also, in the professions, it's considered very good if you get 1 job in 10 quotes. Darlene, you're probably doing much better than that, so pat yourself on the back!
Nine times out of ten, you won't get a very good answer (as in this case), but occasionally you'll get a real gem that you can use. I had a few. One told me that my team did not appear to be very cohesive - that led to future presentations being either by myself, solo, or a better rehearsed team effort. One told me that they elected to go with a company that appeared more cutting edge - that made me more selective of the type of projects we were going for, and to improve presentations. Most were about the cost - which made me take a good, hard look at how we used our time (fees were based on estimated hours), and take a good, hard look at our competitors. Sometimes the answer was that the client didn't think we had sufficient experience - nothing I could do about that except keep plugging away to gain experience, unless the real answer was that we weren't projecting our capability.
Any way you look at it, the answers can hurt but they are also a real opportunity to change for growth. So, yes, I always ask.
What to ask: Yes, ask who they went with, then you can judge your talent against the winner's. If you're consistently losing to one shop, you need to know. Compliment the customer on their choice, something along the line of, "Of course I'm sorry that we're not doing your wedding, but XYZ has an excellent reputation, too, and I'm sure your day will be spectacular." As to why you didn't get the wedding, I find being totally honest for your question to be a good way - "I'm only asking this so that we can improve ourselves" and then thank them for their comments and for giving you the opportunity to quote. Keep it short, and end with an open door - "I hope you have a wonderful day, and if there's anything we can do for you in the future, please don't hesitate to call us."
3 years ago, I lost a wedding but gained every dinner party, thank you gift, sympathy & birthday arrangement that the bride's mother gave after that. And great word-of-mouth ("Oh, XYZ is fine for weddings, but Joseph Flowers does everything!") Not so bad. Of course I would've liked to have done the wedding, but it wasn't a total loss.