Learning from Rejection or Defeat
One should not be embarrassed about not getting into Kyle's program or anyone else's for any number of reasons. Think of these reasons as alternative ways of thinking. Even if they are not true for you --something you may never have the answer to--considering them can certainly help you feel better!
First, maybe you were rejected because you were too high up the ladder and Kyle thought others would benefit more from his training.
Second, maybe you were just there at the cut off point and barely missed. After all, he couldn't take everyone.
Third, maybe Kyle was looking for someone who might turn defeat into a teaching moment.
And so on... The best thing to do is to add your own alternative thoughts, feel better, and get back to work. After all, you just might benefit from the other WA mentors.