Most people (all sexes and genders) are bad at handling rejection, period. It’s why online dating is popular in general—a rejection over a digital medium is a lot less intimidating and less confrontational than the same in person.
Women handle rejection with anger, resentment, and vitriol towards the rejecting party. So much so that I’ve seen people get married and divorced because the man was basically bullied into sticking around, and she left in the end anyways. Happens all the fucking time.