Is there any release sprint ?

Hello Yashu, that is not correct.  They must have one potentially releasable, but it does NOT have to be released.  See the Scrum Guide "The Development Team consists of professionals who do the work of delivering a potentially releasable Increment of "Done" product at the end of each Sprint. A "Done" increment is required at the Sprint Review. Only members of the Development Team create the Increment."

A Scrum Team must have at least one Release Sprint.  ?

If the other Sprints were planned without the intention of effecting a release, would they really be Sprints at all? How would empirical process control be established?

If there is a release sprint in later future, what would the impact be on the feedback loop?

Ok, to be very literal

A Scrum Team must have at least one Release Sprint.

YES, absolutely each Scrum Team must have at least one Release Sprint.  Otherwise what is the point of actually doing any work if you never release it. 

Now to be picky.  I am not entirely sure what you mean by "Release Sprint" but it sounds to me like you want to plan a sprint that is totally dedicated to pushing something to a production environment or posting an update to the mobile application stores.  To that I say no.  Each Sprint is to deliver a potentially releasable increment. If you have not done all of the preparations needed to push that increment to respective production environments, is it potentially releasable? Planning an entire release for this activity really sounds like a hold over from waterfall.

In my practice we have special release Sprint. Yes, I understand it is not correct, it is violating of Scrum rules :) but it is a reality. I guess the majority of Scrum Teams have special Release Sprint (they may even not accept it)

I guess the majority of Scrum Teams have special Release Sprint 

Alfredo, I wholeheartedly disagree with your assertion that most Scrum Teams employ a "Release" sprint.   That is simply a false statement.

What you are practicing by employing a Release sprint is more than a violation of Scrum rules, it is simply not Scrum.   Scrum is founded on Empiricism.   Without the ability to release to the end-user at the end of every sprint, you have no Empirical control.

Per the Scrum Guide:

"The heart of Scrum is a Sprint, a time-box of one month or less during which a "Done", useable, and potentially releasable product Increment is created."

"Scrum’s roles, events, artifacts, and rules are immutable and although implementing only parts of Scrum is possible, the result is not Scrum."