Replying to rejection email

Hi,

I cold emailed several firms' HR/info and was responded with several 'We're full but we're keeping your CV in the system' kind of reply from the MDs instead. Now that I have the MDs' contacts, I feel like asking a lot of questions about their jobs but given the context of rejection.....

So was just wondering:
1) How (or if I should even) reply to these emails?
(Surely I should say thank you for your time and ______?)
2) Could I possibly turn these emails into a lead for starting a conversation with the MD and ask them about their story etc?

Thanks in advance!

Cheers,
J

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