Only you can decide what is right for you. Others can give their views but only you know where your heart lies.
What you must remember though is, the military are looking for a very specific type of person, even down to physical dimensions in some cases. Someone they can mould into what they need for their tasks.
Not being selected does not mean you are a lesser person, or not good enough, or any of the other thoughts you may have. All it means is you did not fit into a particular 'requirement'.
It does not mean you could not be a very competent pilot, an excellent leader or manager or very successful in a different career path.
Whatever you choose, good luck!