What I think is one of many reasons why people are afraid of rejection is due to how they’ve placed whatever they are pursuing on a pedestal above themselves which leads them to THINK that everything will end if they are unable to obtain it.
This could be absolutely anything in the world; that job, that promotion, that scholarship, that girl, that guy, that house etc. But here’s the thing, if you’re not going to die and the world is not going to explode, then is it something to be afraid of? No.
Also, if that is the case, is that thing that you are after, the only one in this world? Most of the time it’s not.
There is another job that you can find which you will enjoy. There is another scholarship out there. There is another guy/girl out there since the last I checked, there’s more than just two people on this planet. So really rejection isn’t something you should be afraid of but rather something that you should get over with as it allows you to move on to other things more worth your time.