I see it being expressed quite often by women that they become sad when men don't want to be friends after they're rejected because in their minds, those guys were only after sex (but for some reason in the context of exclusivity). It doesn't logically make sense that way unless those women have been used in the past and are trying to guard against being used by certain men for sex with the implication that exclusivity was on the table, and are trying to be vigilant about being used for sex with other men in the future through whatever means of judgement and vetting that they construct after the fact.

In the instance that a man is rejected after wanting a more intimate and exclusive relationship, or even a chance to be considered for one via dating, friendship is immediately below that on the relationship scale. Furthermore, most offers of friendship aren't genuine and are offered to defuse the situation following rejection, so what can be interpreted from that is "How about I just treat you nicely but not put forth any real investment to get to know you while still receiving the benefit of your companionship without the cost of sex or the obligation to reciprocate. Sound cool?"

In my opinion, women can't offer friendship and then get mad or upset when guys don't want it in place of the exclusivity (or chance for it) that they DID want, and it makes no sense why women seemingly believe that their "friendship" is just as good, if not better than a committed sexual relationship. It's dishonest, to be quite frank, and most men consider it to be "second-place/a consolation prize" regardless of whether they take it or not, though it typically doesn't benefit the men who do at all.

Perhaps a more neutral question might be "Why do women view their friendship as being worth as much as they believe it is to other people, but as much to men, specifically?"