I can totally understand where you are coming from.
The question I would ask is why is rejection so hard to cope with?
Rejection is hard when we think that the perfect life is waiting for us out there. And then went a piece of what we think is needed for the perfect life is removed, we think that the perfect life is now unattainable.
The truth though is that there is no such thing as a perfect life. Life is hard.
For some reason in the world we live in we no longer think that life is, or should be, hard.
We focus on those who have it all and ignore the majority who struggle day to day.
I find that appreciating what we have - health, a job (even if it's not the best one), clean water, food, etc. - is a big part of being happy.
People in other eras of mankind would be blown away by clean water coming out of a tap, it would literally boggle their mind.
The flip side though to all our achievements and comforts is that such comfort gives us time to think about how our lives could be better.
The key though is to use the free time to do things you enjoy. Use the free time to experience what you can in life and let the chips fall where they may.
In the end, both the damned and the blessed end up at the same destination :)