If you didn't get any feedback as to why you were rejected, there's no point in feeling bad about it.

There are all kinds of reasons companies reject candidates. A lot of them have nothing to do with your competence.

Maybe they had a better or cheaper candidate come along. Maybe the open position was closed. Maybe they thought you were overqualified. Maybe the interviewer(s) had a bad day and rejected everyone. Maybe one of the interviewers is an asshole and vetoed your candidacy over the objections of everyone else.

You have no idea of knowing what happened, even if they did give you feedback. They are certainly not going to tell you that everyone but the asshole wanted to hire you.