Hey, he got one... That means someone finally got to it in a slush pile and at least perused it.
The days of exclusive submissions are apparently history, unless you've been expressly asked by the agent to submit or have a referral from a current client or similar.
In these days, when some agencies are saying, 'we can not reply to all queries.' is now 'okay'--well, be happy you got the rejection.
To play this game, you play by their rules and having a thick skin with an uncrushable belief in your work and your abilities is a necessity. This is not a game for the weak at heart.
I decided to edit this to share a true story that has always been an interesting treatment of human hope and optimism.
A wonderful female poet and teacher told the story about a student who had written a poem and submitted it. The poem was something that the published, well-known poet liked and recommended the student pursue. It was her first submission. It was returned in her SASE having been ripped into tons of little pieces with a snide note included. When the devastated student returned to her mentor in tears, the poet replied, "Wow, that editor was having an incredibly bad day." The student and teacher ended up laughing over the abuse of her cherished poem imagining what kind of day would make, what was probably a normally sane editor, go ape shit on this particular submission.
That is the kind of attitude you have to adapt. It ain't fair, it ain't professional, but life happens---things are handled wrong. You have to shake it off and keep going.