Once in a while I do this, if I spar with a friendly opponent (not someone who gets ready for a fight). If he tags me with a real nice combo that made me look defenseless, I stop right away and ask him "what exactly did you do?". While breaking it down, he'll also tell me why he did it, what opening did I offer him. Usually you know what you did wrong right away, but sometimes you get surprised and need an outside view.
Done properly it can be very helpful, and personally I learn the lessons better than at the end of the session. You don't want to do this all the time, you want sparring to flow, but a little bit once in a while with a willing partner goes a long way.