It’s hard hearing “No” - it’s always disappointing, there’s no way around that. But hearing “No” gracefully can be both a powerful tool to advance your career and to safeguard your mental health.
I’ve banged on about this a lot, but let me repeat some key things!
And remember, “‘No’ is a complete sentence” works both ways. You are not entitled to an explanation (there may not even be one in the way you’re thinking of it) and even if you get one, it probably won’t scratch that itch anyway.
But if you do get an explanation or feedback, please consider that a bonus and actually listen and absorb it. An explanation is not a to do list or side quest to run out and check off then come right back. Nor is it an opening to try and plead your case or argue that the person saying “No” is wrong. Guess what? Comedy is subjective, humans are subjective, so everything is this business is subjective.
The Silent “Yet”
So, all those points are really centered on your own processing of rejection, hopefully in as healthy a way as you can. But, for purely strategic reasons, you should also accept “No” gracefully because most rejections come with a silent “Yet.”
Your time may still come - maybe a redo of the same opportunity in a couple years or the person telling you “No” for ABC right now will go on to be the Gatekeeper for XYZ in the future. If you’ve left a bad taste in that person’s mouth with your reaction, you will be much lower on their list of priorities for these future opportunities.