Knowing you're capable of being with many different women prevents one from being too invested in the outcome with any particular woman, yes.

But how do you acquire this mentality when you simply don't have the evidence that you can be successful with an abundance of women?

I date multiple people at a time, am always approaching and getting numbers, etc. Even with the women I do end up going out with, it's usually only a matter of time before they lose interest. The most dates I've been on with the same woman before she lost interest was four.

As a result, I get pretty bummed out when I get rejected yet again. It's not even just when I really, really like the woman (out of the dozen-or-so women I've dated since I started pushing myself to get out there and date more than a year ago, I've only become smitten with two of them). Even when I'm not sure if I've got feelings for the woman, but am willing to take her out some more to see where things go, the inevitable rejection stings not because of her in particular, but because it represents another failure, another confirmation of my lack of desirability.

How is it possible to just decide you're going to feel like you have an abundance of options, when all the evidence clearly shows otherwise? I don't see how I can make myself believe it any more than I can just decide to believe in ghosts. I don't think belief is voluntary, a switch you can just flip on a whim. I challenge anyone who thinks it is to sincerely become a flat-earther right now. No, even more absurd, I challenge anybody who thinks belief is voluntary to sincerely believe that belief isn't voluntary. Right now.

This mentality would obviously come a lot more naturally to those who have actually had success, but as somebody with no success despite genuine attempts to improve and not give up, how do you just delude yourself into holding this sort of belief, when all your best available evidence shows this belief to be false? It seems like a catch-22; you can't have the belief that you're successful unless you are genuinely successful, and you can't be successful unless you genuinely hold the belief that you are successful.

My lack of success isn't for lack of trying. I still approach virtually every cute girl I see, despite having (literally diagnosed) social anxiety and depression. I still try to put myself out there, and instead of making me more confident, it's just confirming all of my worst insecurities. That I really am an inferior person unworthy of any woman's attention.