i think it all boils down to the feelings u have invested...
like these scenarios:
1st scenario: u'r courting ds girl and u love her so much and all uve ever prayed for is to be with her but she turned u down...that is tragic...coz ur feelings for her is so deep yet u never had the chance to be with her, spend tym with her and show to her how much she means to u...dat hurts big time!!!
2nd scenario: u have a gf but the spark is gone...u can say everything changed...the feeling is gone...and eventually ur gf broke up with u for the same reason...things between u two doesnt work out anymore, no matter how u both tried...so, the break up doesnt hurt dat much, ryt?
the bottom line is, u cant really compare which hurts more, being turned down or being dumped, it's a case to case basis...for some, being turned down hurts more and for some it's the other way around...what matters is the feelings...how deep u have invested ur emotions towards the person...
just a thot...