In a recent study, scientists observed that when the participants felt rejected, the flow of blood increased to the area of their brain known as the anterior cingulated cortex. This same area has been associated with the emotional response to unpleasant physical pain.
The same part of the brain apparently responds to both physical bruises and bruised feelings. This may signal that the need for social connections is as strong as the need to stay out of physical harm.
For mammals, apparently, being excluded from a group can be dangerous, and even deadly. I mean, evolutionarily speaking, living and working in a group is a key component of how well humans have managed to survive.
This means we have to stop dismissing emotional pain as something imaginary. And the next step might be to test whether the extent to which you feel comfortable socially helps lessen the pain of rejection.