What people fear the most is social rejection, not sexual rejection. This is why people do not feel so bad after rejected on dating sites. This is why people distinguish between a "harsh rejection" and a "polite rejection." Elliot Rodger became very upset after women failed to respond to him after he said "hi" to them and smiled at them. This is mainly from social rejection.
People people misconstrue the pain from "social rejection" into "sexual rejection." I have seen multiple online articles bashing "incels" and other men, claiming that it is purely "sexual rejection" is what upsets men and it is what makes them allegedly feel "entitled." These articles cite anecdotes or the news about men that become violent or angry after a woman divorces or socially/sexually rejects him, and people conclude it is sexual rejection or jealousy that angers them; however, this might be conflating correlation with causation; there might be more to the story.
