I dont understand how this is any kind of therapy. If anything all the rejections should make you more adverse to going up and talking to strangers
Concentratedly going out and asking people for stuff is a great way to a) prove to yourself that rejection isn't all that bad and b) prove that sometimes (often) you won't get rejected at all.
Conditioning works. It works in martial arts - Krav Maga and MMA both have variants on the "stand there and get hit" drill, and it does indeed teach you to be less afraid of being hit. It works in the PUA world, and generally in becoming better at talking to the opposite sex. And it works in rejection therapy. Do something that's likely to get you rejected a lot, do it for a fair while, and you'll come out of it less afraid of doing things that might result in a rejection.