Most rejections I've had were when I had never danced with the girl before. Half of the times it was just "no thanks" and half of the times "I need to rest".
Most my rejections are very confusing. She would either say "Next song" or "One second". Some of them would be putting their hands on my shoulder while doing that. I get confused and my favorite song is gone if I wait for them. If I move on (and do not wait for them) next time they do not dance with me. If I put them on my DNA list it grows.
Sometimes they come back a few songs later may even look at me(do not directly ask) I am still confused by the first interaction.
One of the girls once accepted my dance, we barely started to dance then she said "Oh wait I have to talk to my friend". She did not come back. (This girl had a dance with me previous week and she said she really liked the dance).
Then one of her friends was dancing with me a few days later. She would pull her out of the dance and whispered something into the friend's ear. Her friend said "wait" and disappeared. I do not ask neither of them anymore. I do not for a second think that I did anything weird with them.
Its Latin dance floor in many cities. I do not think girls have nefarious intentions. Its their way teasing us. I do not think they care or know about ballroom etiquette.
I have noticed its different from city to city. Its also different between salsa vs bachata (most of the weird rejections happen in bachata scene).