I wouldn't say it's a “good idea” to leave feedback, as that implies it's recommended or a best-practice course of action, and I wouldn't wish to imply that. Rather, it's something you could do, if/when you feel comfortable doing so and wish to do so. You should not feel pressured or obliged to leave any feedback along these lines. It may be beneficial, but it's up to you.
Voting and accepting answers are both deeply personal actions. You don't owe an explanation to anyone about either.‡ The Accepted checkmark is for the answer which best solved your problem, and you may use that in a way which doesn't correlate to how people are voting. Note that not even diamond moderators have a way of controlling the checkmark — we can't un-accept an answer or force another answer to be the accepted one.
If someone gets upset you didn't accept their answer and demands feedback or explanation, you don't have to give it to them — you can ignore that, and you can also flag their messages for moderator attention and we'll come in and clean things up.
‡ except under extreme circumstances where one's actions seem to be abusive or conducted in bad faith, at which point the user's actions may receive some due scrutiny. These are extremely rare and basically unheard of on this site.