The purpose of dating is to find someone who “fits” with each other’s needs and wants. To do it successfully means to be willing to reject people and to be willing to be rejected. Why? Because if you aren’t willing to reject someone you know isn’t right, you can end up staying in a relationship that isn’t going anywhere. To be scared of “rejection” means that you are vulnerable to giving up too much of yourself in order to hang on to someone. Neither is the foundation for a healthy relationship.
You are by no means alone in your anxiety about rejection. It’s difficult for many, many people. But maybe if you think about it as “sorting” rather than “rejection”, it will help you tolerate both sides of it (rejecting and being rejected) a bit better.
I don’t think of your situation as one of “rejection”. I do think the guy didn’t feel the connection with you that he wanted. Unfortunately, he didn’t know how to tell you gently.
I do think it is important for anyone who is dating to be honest with themselves and the dates. Be kind. Let each other down gently when it is clear it isn’t going to work out. Then move on and find the person who is really right for you.
I wish you well.