Yes, my DP and I do cuddle and kiss without it leading to sex. We are both very affectionate and hug and kist lots of times during the day. We cuddle on the sofa every night. Hugs and cuddles do sometimes lead to sex, most usually through the kisses becoming more like insistent snogs. It is very easy for each of us to read the other person's signals and if one of us is not interested in taking things further, to make the kisses less passionate. The other person will then back off.
Sometimes, if I am tired and not immediately in the mood, I will go along with the kissing for a bit, and maybe 8 times out of 10 it will get me in the mood for going the whole way. However, I know that I can do so in the knowledge that in the other two times, I can say that I don't really fancy it, without DP getting in any sort of strop or upset. Having had a P who would fly into an absolute tantrum if I ever declined to have sex with him, it took me a while to relax into the confidence that DP would not do the same. Having the confidence that I can say no without any drama has ironically meant that my sex drive has actually increased dramatically. I can fully sympathise with any woman who feels she can't turn down sex without there being some sort of drama, and know all too well how that is one of the quickest ways to have your libido squashed.
"Can you explain to me why this rejection is so much worse than the pestering and being turned down?"
Men are fed the message by society that they should have a high libido, and that they should be constantly expecting sex from their wife/partner. They are fed the message that they have a right to feel aggrieved if they do not get this sex. Therefore, if they are going to be refused sex, it feels more "right" if they make the woman feel a bit bad for not providing sex, as it is recompense for the grievance that the man has suffered. I doubt that many men at all realise that they are being fed these messages, and that they are acting on them- they are the sort of thing that lodges itself deep in the subconscious mind and for most men does not form part of conscious thought.