have the right to know if I'm being reviewed
Maybe... I mean, we're all being monitored in the sense that everything we do here is seen by other users. On top of that, the lowest rep users have most of their posts fed into review queues, you will have your edits scrutinised before being approved until you hit 2k rep. And anybody can flag something of yours for a moderator to intervene, whatever your reputation.
But what's the value is in telling everybody that something is is going to be reviewed though? That's just noise.
and have some feedback if necessary
You absolutely would have some feedback in those cases. The important part there is "if necessary".
The actions that people take in review are similar to normal ones. They can vote (for and again), they can reject edits, they can improve them, they can comment (on first posts, reopen queue). With each of those you can infer that something wasn't perfect.
We're all just trying to get along, help a few Ubuntu users and keep the site clean for people in the future. If you want specific feedback about something, ask for it. In chat, here on Meta. We'll do our best to help.