I would not put them on the spot by calling, but I think it's acceptable and smart to ask by email. I would be polite and leave the door open for future business as JakeGould suggested because new hires fall through and disappoint all the time, but if you ask professionally I don't think it will be off putting at all. It may even make you stand out in their memory.
I would say something like this (maybe shorten it...):
"Thank you for letting me know, I really appreciate your time and consideration. I am always looking for ways to improve my business and learn more about what clients are looking for in web design. May I ask what key factors went into your final decision?
Also, I was very impressed with you and your organization and thought your project sounded very interesting. I would welcome an opportunity to work with you on this or any future projects should you find you need additional assistance."
They may have told everyone they interviewed that they were quite happy with them, but not necessarily. When I hired a web developer there was one company that really stood out that we almost went with. But ultimately we chose someone else. When I let them know we had chosen another company they emailed and asked something along the lines of what I put above. I was not put off at all and my business partner and I spent a good hour or two giving them a detailed explanation of our thought process, what we really liked about them, but why we ultimately went another way.
A phone call would have been awkward, but the email was fine. The only thing that left a bad taste in my mouth was that while they had been thorough on following up when we were deciding and professional in accepting our decision and asking why, they never acknowledged the explanation we sent. Now THAT did irritate me.