Something similar was proposed here some months ago, but I have also changed my opinion about that.
When a new user joins the forum, they never read the rules or guidelines. It’s like the pinned posts appear only when they receive flags and say “What did I do wrong?”. That’s why some communities require review from TL0 users, just to make sure they have read the rules. In small communities, where the moderation team is more than enough, mods have the ability to directly message the user to either greet them to the forum and help them get used to it and its’ rules or just let them know about their post rejection. Trust me, that will have the users read the rules, when a message from system saying that their post got rejected will immediately go to their trash folder.
Even discobot, the most useful tutorial is not finished by most users. Therefore, automated notifications won’t do the difference and users will continue to post stuff for review, when their context might not go along with the guidelines.
Notifications such as your post has been rejected may annoy the user, something we don’t want, especially when they are new blood.
Let’s not forget that you can also DM the moderators to ask the reason of the rejection.