I just got rejected and I'm asking myself the same question anyone does after experiencing the same thing:
This is, by far, the worst part of rejection.
You're forced to sit in uncertainty, wondering how you could've changed things.
When you get rejected, you're allowed to wallow in it. It's uncomfortable, it hurts, and it can feel like the end of the world.
Once you accept it, your next step is to reach out and figure out why.
Thank them for the opportunity and then ask for feedback in a way that shows you welcome constructive criticism.
Not only will this prove that you're serious about your work, it will also leave a good impression for the next time around, and believe me, there will be a next time.
This will happen whether you're submitting your writing online, applying for a grant, or asking for a promotion.
If you aren't being rejected, then you're not giving yourself enough chances to grow.