This past week two Facebook friends experienced professional setbacks. One received what sounds like a particularly disappointing rejection, and the other had two books go out of print within twenty-four hours.
When you've been through enough of this stuff, you really toughen up. I received a rejection a week or so ago, and never even considered telling anyone about it. In fact, I'd forgotten about it until we were all commiserating with my friend. I didn't tell the friend who was reeling from the two rejections this, because, hey, I can exert some self-control and not make everything about me, but I once had two books go out of print at once. Or at least I found out about them at the same time. My publisher never informed me (They were supposed to--I had a contract!), so the books could have gone out of print on different days. I learned this had happened when a librarian at a school where I was making an appearance couldn't buy the books for her students.
But is being tough a good thing? If you barely notice rejections any longer and make "Unless your name is Matthew, Mark, Luke, or John, you're going out of print" jokes at professional gatherings, you've probably taken a few on the chin, metaphorically speaking. If you're thin skinned, it's because you haven't had to develop a thick one.
So I guess if you find a professional setback particularly painful, you're lucky. It means you haven't had many.