[SPOILERS for the first season of Supergirl, mostly character stuff.]
Because, in all seriousness, this show might have the most healthy and real portrayal of handling rejection I have ever seen in a mainstream TV series.
Winn loves Kara, a fact he keeps from her for a variety of reasons both spurious and legitimate (seriously, he displays several motives for this behaviour and not all of them are just insecurity, which is a step in and of itself). He copes with this in a bunch of ways, not all of which are healthy like outright trying to sabotage her attraction to James Olsen at one point but largely he seems to have resigned himself to the fact she isn't attracted to him. Then there's an incident involving his father which is hugely traumatic for Winn and he realises he's been bottling up his feelings out of fear and Kara is right there so he comes out and tells her how he feels.
And she rejects him flat, being as kind about it as possible but a clear and definite rejection nonetheless. To my surprise, what follows is Winn dealing with the situation like an emotionally mature adult.
He sulks for a couple of episodes, which is more than fine. I think sometimes we mistake a negative emotional reaction for a bad one. He mopes, he avoids Kara for a while but he never displays any cruelty towards her. There is no attempt on his part to “get back” at her, only to give himself the space to deal with his feelings. He commiserates with James Olsen over a drink, even opens the conversation to broach James' own frustrated feelings towards Kara. Hell, in that last point he's actually correcting his behaviour from earlier in the season, letting go of the jealousy he felt when Kara was paying romantic attention to James earlier in the season which provoked a downright unworthy and malicious outburst from Winn.
(Actually, as an interesting sidebar, Kara has a substantially similar storyline to Winn where she expresses interest in James only to find out he's already in a relationship and it plays out much like Winn's does.)
A couple of episodes of awkwardness later, Winn is brought back into the main plot. Kara asks him for help and he resists for a moment, continuing to feel the awkwardness that has influenced his behaviour since his big confession. He breaks in about five seconds but not because of his undying love of Kara. The writing has been clear: he may not be over her but he sure as hell respects that she doesn't feel about him the way he feels about her. No, he does it because the weird and insane world of Supergirl is the thing he lives for and that's actually something he and Kara have in common.
You ever have a fight with a friend and end up breaking the ice over some interest you share? Some TV series or sport you have in common; the antics of a mutual friend; or just bringing up an old joke?
Yeah, this is that. It might not seem like the most logical way to cap the story but it feels real and that's important.
And throughout it all the fact that Kara said no is never questioned or brought into doubt. It isn't seen as a golden opportunity for Winn to “prove his love” through all those charming behaviours films romanticise and real women call stalking. He never sets out to change her mind and he sure as shit does not try to wear her down with persistence.
Oh God, persistence, the worst myth Hollywood has ever brought us. Decades of movies, television and other media telling young men that all that stands between them and a “yes” is persistence.
Which is psychological warfare, by the way.
So what we have here is a case where not only is the female character's agency respected but the emotional reaction of the male character is not oversimplified or downplayed. His negative reactions are completely legitimate and he gets to experience them, which is genuinely important in its own right. Lesser writers, I think, would be tempted to teach the lesson of how to handle rejection by having Winn experience only the “good” reactions: the respect, the reconciliation. Instead, Winn gets to sulk, gets to be a little ungenerous, gets to have a little drink to drown his sorrows which is all a lot closer to the actual experience of rejection and thus something that young people watching the show can learn from more effectively.
It is okay to be sad about being rejected. It is okay to want to take some time away from the person who rejected you. It is okay to commiserate with your friends. It is absolutely compulsory to respect the rejection. Working through our negative emotions is a perfectly healthy thing to do and Winn's reaction here is basically a masterclass on how to do this without being a dick about it.