You are certainly right about that. I guess I could have been clearer. I want to start with, I know this is a sexist stereotype and each woman is a case unto themselves. We are not talking about all women.
I don't think most women take rejection the same way men do. Women who make sexual advances expect to be successful. Men who make sexual advances have much lower expectations of success. Women who are rejected more often feel hurt than men who are rejected.
"Hell Hath No Fury Like A Woman Scorned"
From the original story:
"Men may be the askers, but women are the choosers. They decide which men get lucky, which ones lose." I think when a woman asks she really think she is still the chooser and if the man says no he has stolen that role that the woman had assumed was hers.