I don't usually initiate small talk on changeovers, but am not automatically opposed if someone else does. I guess for some people they feel like that could throw them off, but for me I feel like I should be able to focus fine once the points are starting, and that shouldn't have anything to do with whether I small talked a bit on a changeover. I just don't initiate much b/c I'm not an overly chatty person in everyday life.
I have no problems complimenting an opponent's particularly good shots (sometimes verbally, sometimes with that raquet-hand clap thing). In doubles, I very often compliment my partner's good shots, just with a "nice!" or "great shot!"