Shy/sensitive guys, how do you deal with rejection?

I have a best friend who's shy and is an HSP, we knew each other since college. Recently he once asked me out before and I politely rejected his offer saying, "Thanks for your offer, I'm sure you'll make a good boyfriend. It's just that I'm not ready for a relationship now." We can be best friends if you wish!". He didn't complain nor get mad about it but he cried a bit loud and shake after he heard what I said, so I decided to give him a hug (he doesn't have CoViD-19 don't worry). And I told him not to feel sad because he's a great guy, luckily he accepted my offer to be friends with him but little did I know he was that way since I rarely talked to him as I was this girl who used to party with friends and he's this awkward nerd who likes video games. Do you guys get very emotional when woman rejects you?
Shy/sensitive guys, how do you deal with rejection?
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