@user252009
Following someone on social media doesn't really mean anything but I'd find it strange if she was doing this AFTER rejecting you. Disregarding the social media thing though, I have experienced some similar to this with women after them rejecting me. Over a span of a couple years from 2017-2018 I had a string of experiences with women I met at the gym that did something like this. I approached them and got the "I have a boyfriend" line or would get a phone number that didn't lead to a date. Anyway, these women were going OUT of their way to interact with me, flirt, etc. Long story short, they were just attention *****s that felt the need to try to lead me on AFTER it was clear there was a rejection.
For instance, one say she had a boyfriend and I said "Well, it was nice to meet you" and walked off. This woman would go OUT of her way to flirt with me, smile, wave hi and bye, etc. This went on for a couple months and I figured maybe she changed her mind or something so I tried again and she says "Don't you remember what I told?" and I was just thinking in my head "WTF" lol. She literally went through that entire charade just to milk as much attention out of me as possible.
Women like this should be avoided as much as possible, many will think nothing of leading men on, wasting their time, etc.