At the first place, I would say being rejected is so much worse, you will get into a painful situation, and you feel ignored,rejected,unliked by people.
But... If you'll never try to talk to people, because you CANNOT talk to them, is much worse isn't it?
Isn't it great to have the courage of approach people to make some great friendships!?
Even though you'll get rejected many times, you will also get through it, because you learn and you will sure meet the right people to talk to.
Missing out on a friendship being lonely, well... I would better like to be rejected sometimes and make friends than being alone and never try.
This is what my SA caused a lot of times, so that I couldn't step towards good social opportunities, so... Taking risks is a great step
To face a fear, is a true strength. especially for us sp's