When I started being able to actually talk to girls I naturally would get rejected a lot. As a rather logical person who was passionate about learning how to get better with women I would always try to find out why I was rejected. I would do this in many different ways; everything from bugging the shit out of the girl until she gave me some reason or trying to ask through mutual friends.
You won't get the truth
Nowadays, I almost never ask why. I have found that while "why" is useful information, it is not common to actually get an honest "why" out of a woman who rejected you. In several articles and mailing list letters including What to do and not to do if she's gone cold,
I have written that women do not like awkward moments. Asking a woman why she rejected you puts her in a really awkward situation of having to offend you or worry about offending you. This makes them present some benign or nonsensical reason which instead of giving you valuable feedback will just make you (if you are inexperienced) start challenging her reason or arguing with her (which never helps).
You must accept that asking a woman why she rejected you is a futile exercise that will only result in her giving you a bullshit excuse that is either uselessly vague or a flat out lie. The only 'truthful' answers you may get involve "I didn't feel any chemistry" (e.g. she was not physically attracted enough) but you will never know if any of the other excuses mean the same thing. Some examples of common rejection messages include: "I am not looking to date anyone right now.", "I see you as more of a friend", "We are just too different", "We are too much alike" etc. etc. None of these are almost ever true.
How do I find out why?
Your own successes and experiences will eventually help you build a picture of what works and what doesn't. This will lead you to having a pretty good idea "why" without having to ask. You will also know how to escalate properly so that you will never have to really wonder about her interest level (See our article: The Solution To Mixed Signals is Escalation
To be more concrete, in general there are 5 main reasons why women are not interested in you:
1. Physical attractiveness/Chemistry
Looks do matter to many women. It could be the woman is simply not physically attracted to you. Note that being physically attractive does not necessarily mean having a particular look or even being considered "good looking". I would also lump situations where there isn't physical chemistry (bad sex/foreplay/etc.) here though surprisingly, bad sex is actually NOT a very common reason women are not interested in a man.
2. No mental stimulation
If you are engaging in boring conversation and not stimulating her mind, she will not be interested. Sometimes you can get away with being a total bore if there is huge physical attraction, but more often than not, even if you are good looking you can get rejected for being uninteresting.
3. Needy behavior
This one is quite common: she may have had some interest but then you blew it by being very needy. This desperation turned her off and made her no longer interested in you.
4. Hollywood syndrome
The 4th reason I like to use is what I call "Hollywood syndrome". Basically, the girl is looking for a guy who gives her butterflies and goosebumps every time she sees him and checks all the boxes and you did not meet this criteria (as almost no one, if anyone does). This one is similar to (1).
5. Cultural/Class differences
Many times there is a cultural, religious, or class barriers which makes her not interested. Some women will not date outside their religion or ethnicity. Others will not date guys in certain professions or who don't have certain levels of education. All of these more or less fall into bucket 5.
Granted there are other reasons you are getting rejected, but usually, it is one of these 5 reasons. As you get more experience with women you will have a much better sense of which one of these 5 is the reason. Also, as you gain more skills in dating, reasons 2 and 3 will almost never be the reason as you will know not to be needy and you will know how to entertain a date and stimulate her mind.
It would help if we knew why we got rejected. Unfortunately, asking why almost never leads to the real reason. With experience you will see most reasons are the same and you will learn how to identify it without asking.