I suppose that you were thinking of the disappointment of rejection, while I was thinking of the disappointment of not getting the chance to participate in something you care about.
Rejection is painful because of the "simulation heuristic" -- imagining yourself enjoying working at the place / going on dates with the person.
The simulation heuristic works the other way too. You can easily imagine being disappointed by the new restaurant. You know what? Let's just go to Shmookey's, we always go to Shmookey's on Thursday and get the steak.
edit: actually, no, simulation heuristic isn't quite right. Sunk cost fallacy? Someone help me out here.
Of course, the counter to that is that taking a dump in a thousand baskets also leads to no eggs.
While the quote is very funny and I give you that, the analogy doesn't fit. A more apt analogy would be - throwing your eggs without care in a thousand baskets, chances are most eggs will break.
How would you describe emailing a hiring manager/developer with something like "lol, give job pls?" Not very egg-like at all...