That's the goal, anyway. Some of us aren't there yet. Rejection of any kind, even for something that wasn't expected in the first place, can be painful.
I think the idea is to ask for things you want.
True ... you might not want them badly and the rejections might not bother you, but I look at it like a vaccination ... little doses of rejection make it so you are not afraid to be rejected when you go after the things you really want
So yes, it can be worth it just for the experience.