I think people put a lot of thought into how a man feels when he makes a sexual offer and it gets rejected. Quite fairly. After all, it happens a lot. An experienced man trying to hook up isn't too bothered, it's just the way it goes. There are a host of reasons a woman might not want to hook up, and it's to be expected. An inexperienced man basically has the way this is presented in the media to go on. Media tends to show two possibilities: 1) he keeps chasing her and "wins" her by the end of the movie, 2) he is a LOSER. So that makes it tough to get started. But, we talk about this, and that helps get people past what they see on TV.
I think people put pretty much no thought at all into how a woman feels in the same case. Quite unfairly. In the entertainment media at least, this doesn't really happen. Turning her down because he doesn't want a relationship? Sure, happens all the time, not a big deal. Turning her down for no-strings-attached sex? In the media this barely ever happens. At least in the kind of media my separated wife and I watched (which ran heavily to explosions, according to both our tastes).
At one point when I asked her to initiate more, this came up. She pointed out that the cultural image of the woman who is rejected is even worse than the loser man. A woman who is rejected tends to be a villain who was using sex for manipulation to begin with. (Sometimes there are cameos where a female character who only appears for a few seconds is rejected just to show the hero's devotion to another woman, and there's no judgement there, but it doesn't have much of an impact.) The most gentle treatment of women being turned down I've seen was The House Bunny, because in that case they were only losers. Maybe I'd have seen other reasonably gentle treatments if I had watched something else?
Anyway I think there is actually lots more cultural baggage heaped on a woman initiating and being rejected than a man, even though there's an awful lot on a man. I'm pretty sure men get rejected a lot more than women, but the rejection is even more wounding to the woman.
For a man, marriage makes rejection by his wife much more wounding than being turned down by anyone else. The way he sees it, in a conventional marriage, he's already given her everything conventional wisdom claims she's waiting for; the commitment, the shared home and income, the most drastic things he can do to provide the security he's been told she wanted. And then she still turns him down, after she's already got everything he had to give.
It makes rejection of a wife by her husband more painful too. Men are supposed to want sex all the time. The way she sees it, if he doesn't want sex from her, how can he want anything from her? That's supposed to be the LAST thing he'd stop caring about; if he doesn't care about that, he doesn't care about anything.