When someone looks at you and tells you they don't want to be with you, it is always difficult, no matter who the person or why they are saying it. Imagine the geekiest person you know, or the ugliest, or whatever (I know, we are all God's children yadda yadda yadda). Now, picture standing there and letting that person tell you to your face several times some variation of, "I don't want to be with you," or, "You aren't good enough for me," or, "You could never be what I need in a relationship."
See? It stings! Rejection never feels good. Even if you want the person to reject you.
*In a vow to be unambiguous, for all those curious, no, have not been rejected recently - just an observation I made upon reflecting about a friend who was rejected and remarked she didn't think she cared until he rejected her and it hurt.
** I like run-on sentences, like a lot, and they make me happy and giggle inside because I know they bother my literary friends and because I know the rules, I get that much more of a thrill out of violating them!