How common is it for (closeted?) guys to lie that they are not interested in men when they reject you?

Less than relevant backstory: I asked out a guy at my college I had strong suspicion of being gay based a wide variety of things -- not just stereotypes (but oh boy), but things he had followed on the Internet and whatnot. He told me that he wasn't interested and not to take the rejection personally because he is not gay or bi.Is the natural thing for closeted guys to just say that they are not gay? I imagine "Sorry, I am gay, but I just don't like you" would be a hard thing for someone in that situation to say.NB: I'm not looking to change his mind... I know it's just one (very cute) guy. I'm more curious about how people deal with this phenomenon and find this sort of rejection more painful because of the dishonesty.