Please don't cut off your nose to spite your face by allowing your emotions to rule your behaviour. Of course getting feedback on why you did not get the job won't be particularly pleasant. No-one would enjoy this, absolutely no one one earth would look forward to this.
However It will help you judge if your manager geuinely wants you to succeed. When you hear his feedback, give it some time and really think about what he says. Does it feel like it is true or is it an excuse. If it is true (however painful it is for you to hear), then take on board what is said and work with your manager to overcome whatever the barrier was
You can also use the feedback and some time to decide if you think you need to change employer or if you feel you can continue where you are. This is certainly something for you to consider, but you can't do that without all of the information you need, some of that important information is why you weren't offered the promotion
I will give a recent example from my work to help you understand why jobs might not always go the person in the current place of work who is looking for a promotion or why they might and why it is sometimes dwn to a bit of luck as well as hard work and effort.
We recently had someone apply for a role who is currently a couple of grades below the advertised role. It was open internally and externally for applications but we only received a couple of very unsuitable applications from external candidates for various reasons.
The internal candidate is absolutely excellent at his current job and incredibly competent but he wrote a very poor application and frankly if he had not been an internal candidate whose work we already knew and if we had a better pool of applicants to choose from, we would not have interviewed him at all
However we did interview him, due to the lask of other good applications, and at interview he did a lot better, but not absolutely stellar. He was pretty lucky that we had no good candidates from external appplicants. Had we had a better pool of applicants he definitely would not have got the job. Frankly his application and even his interview could have been better and we did give him specific feedback as to why that was but he was very lucky that we have had trouble filling the role with no other viable applicants and in fact felt that he could do the job, despite the quality of his application.
So although we gave him the role in the end and he will probably do it very well, even one other excellent candidate would probably have meant he wasn't offered the role. He was lucky in this instance but could easily not have been.
He was also lucky that we gave him feedback on his application and how lucky he was to have been offered the role, which will hopefully help him in other future applications. This feedback was to help him, not us, though I doubt he liked hearing it much