For me, being right (as opposed to wrong) about a woman's interest level is the important part to me, even if the woman herself isn't tremendously important to me.The importance you give to this thing depends on the person who rejected you and how much importance you had given them in your life.
For example, the female employee in my office building's cafe I've posted about on here before (who I suspected might be into me). I'm not exactly into her (even though I find her physically attractive, she's a lot younger than I prefer). Yet I was still somewhat crushed when I found out (without coming out and asking) she's not into me. The fact I misread a woman's interest level yet again was why I was crushed.
It would have been way more crushing, however, had I done an official askout.