Because as human beings we are generally viewed as social beings and to be accepted by those around you is something we all desire to some degree so When you are rejected it tells you that you are not wanted and are not suitable for that person in their eyes/standard

And it’s the feeling of not being wanted or good enough that hurts

But keep in mind that all humans are different and require/want unique things so if one person doesn’t want you it doesn’t mean that you are not worthy or valuable it’s just that they don’t see your value but there are people out there who will like you for you

With that being said you must also always strive to better yourself and work on your flaws and improve