First date rejection with a great guy. I feel insulted!

Two things, firstly his response makes it sound as though he was looking for sex i.e. Something not so innocent and he didn't get it and didn't want to play the long game, but you'd be a better judge of that based on your experience

Second, you're feeling insulted because you've got an ego like most of the rest of the population and unfortunately our egos are very fragile when they're faced with anything that doesn't validate or strengthen them, because the very nature of an ego is to aid survival.
So with an ego everyone has a self-agenda, in your case it was "I want this guy to like me" and when he rejected you that went against your self-agenda and now you're hurt.

Obviously our egos are silly little things, the outside world doesnt work according to our own private little self-agendas, so now get that need off your agenda, remove your ego from the situation and move on to face the billions of other rejections your likely to face in this reality that doesn't work according to all our individual self-agendas

Sorry to go psychology on you, but that's the most powerful message I can give, I hope it helps you understand the situation better and feel better

You create your own reality regardless of outside circumstances