There are two reasons for not just stopping the interview.
One is the corporate image that the company tries to project.
The other is that upset interviewees in the US occasionally develop theories about why they might have been discriminated against. And their mis-memories about what was said can figure into that. No matter how far off base, the lawsuits are expensive, and the truth does not always win you the case.
Therefore every competent HR person and anyone with experience in this part of the law will tell you that you never give anything away about why someone failed the interview.