I live in a "may issue" state and to my knowledge, the issuing authority, ie....your local Chief of Police is required to either issue the permit or state in writing the reasons for not allowing the issuance within 45 days of application. It is THEIR responsibility to tell you why, not your job to find out why.
Even then, state law allows a right to a hearing and arbitration. I have never heard of anyone who fits the criteria being refused a License to Carry. As to records, they are kept by the state as are all, repeat, ALL registrations for firearms. Everything must be registered in Assachusetts.