I don't particularly like the rejection therapy thing. I see what the idea for social skills would be, but since the thing involves strangers, it's no longer about just the person doing it, and like you say it would be obnoxious if a large fraction of people were actively doing it. I'd probably give a free pass to anyone categorically refusing to do the exercise themselves based on that, but wouldn't go as far as to say people actually shouldn't do the thing at all.

These sort of categorical imperative / game theoretic things where you can get a positive sum advantageous outcome (as opposed to stuff like shoplifting which a few people can get away with, but which is zero or negative sum and therefore much more obviously undesirable) for yourself for doing something that wouldn't work very well if everyone was doing it are tricky, since in practice only a few people will be doing the thing. The impression I've gotten of Tim Ferriss' Four Hour Work Week thing is that it's mostly composed of stuff like that. People also don't tend to like it because it comes off as iffy.

The particular iffiness in rejection therapy is probably the way how it goes blatantly against the convention that people should express themselves genuinely in random social interactions. Trashing unspoken social contract in the name of self-empowerment therapy sounds like a good recipe for resentment.

ETA: The ask vs guess culture thing is relevant here.