Do you mean a prof you have talked to directly is contacting you and asking? Or do you mean you got an "exit survey" from the graduate school?
If it's the first case, then it's not too rare, but unless I had a good connection with a professor, they didn't really contact me further after I declined their offer. You don't have to respond, but there is no reason not to. You should keep this response pretty vague, like "I decided to go to X in the end because it was a better fit for me." Don't criticize their program or say something like "Well you should have offered more money!" etc.
If it's the second case, then it is very common. Every school I declined sent a survey from the Graduate School. I believe them when they say the survey responses are anonymous and it's a good way for them to get feedback on help them make future decisions. I would say it is okay to be honest here. In fact, many of the schools asked me to tick off all the reasons why I preferred the school of my choice (with things like location, research fit, funding etc.). They usually asked where I ended up going and how much the other school offered. Obviously, keep any comments you leave professional and constructive, but I think being honest is fair here.