Reasons for rejection are many, and you are unlikely to be told them in most cases unless you push. As Milt says, don't take it too hard, keep going, and look for other opportunities - but try and find out why so that you can take account of it in the future.
Aerospace, and Engineering are great professions - they are also very competitive. I doubt you'll ever meet anybody who has risen to a reasonable level in either without their fair share of rejections at various levels on courses, employment, and so on. Yes, it's bloody irritating, but it'll happen again just as it has to the rest of us.
But I doubt that having an excessive ego will ever be seen as the problem - if it was, most of us would be unemployed.
G