Is there any value in asking WHY a shop may be denied when you apply for one? I'm thinking more along the lines of "what do I need to do to land this shop, by improving on x, y, and z?" But I also want to respect the time of the schedulers, etc.

Yes, just email and ask! Nothing ventured, nothing gained! Good Luck

You should have a explanation of why you were not approved or denied or rejected in your alerts section of ISS or in your emails from the scheduler.

Asking questions can get you banned by a Secret Shopping Company on iSS. From personal experience, it was because I politely asked for an explanation why a completed shop was denied payment. When I received no answer, I appropriately sought assistance from iSS. I was told by iSS that the Secret Shopper Company no longer wanted to hear from me, then banned me from their shops on the iSS platform (after completing 14 shops successfully with the same company). iSS reports it is not responsible for actions by the companies it contracts to use its wonderful platform, even when negatively impacting its dedicated shoppers (as in us) or we're denied payment for our work. Thus, it is best to not ask questions if not selected for a shop or denied payment after turning in a completed shop.