Just got turned down for an internship

They said I didn't meet the threshold for their test but I'm working on getting my master's in this field.

Should I ask them what areas I failed? Or should I just leave it alone? They seemed pretty receptive to communication

It kind of sucks because it's another turn down in a long line of turn-downs over a 4 year period. I don't know what I'm doing wrong and I just can't figure out why no one in my field wants to hire me.