In the European context, it is common enough to call up an ATC unit (handling some bit of controlled airspace) for a transit, and have them tell you to simply p*** off, using various forms of language.
In the UK they do it politely but elsewhere they may be more abrupt.
And unless you have arranged for them to provide you a service, there will be no further communication. You are on your own.
That's why when flying VFR one must always have Plan B which is wholly outside CAS. If you are refused transit, you don't have to waste any time - just execute Plan B and duck under the CAS, do a dogleg, etc.
Obviously a decent large screen moving-map GPS makes easy work of that sort of thing.
This is why a lot of pilots get an IR - under proper airways IFR you get an implicit whole-route clearance.