Women are told that telling a man she is not interested in him is hurtful and rude.
As a woman who has actually told men, who were not getting the idea from my attempts to use the socially approved responses to indicate my complete lack of interest, that I was not interested, I can tell you that there are men who react to this by assuming that a woman is lying, or that she is just trying to hurt them, or by abandoning all pretense that they care what the woman wants. It can be an unsafe thing to tell a certain sort of man, as it makes it harder to get away from them. It can lead to retribution. It can lead to a violent response. It can lead to harrassment.
In an ideal world, men would approach women and women would approach men in designated situations where both parties knew that the other was inerested in considering relationships. The person asking would very clearly ask “would you like to go on a date to assess whether we are both interested in a relationship together?”, the person asked would respond with either “yes” or “no”, and that would be an end of it.
In the real world, the men who I know would respond safely to “I’m not interested” are also generally the men who are good enough at understanding human communication and social norms, and considerate enough, that it doesn’t really reach the point when a woman would have to say that. Because it’s actually usually pretty obvious when a woman isn’t interested, unless you’ve bought into the romcom idea that a man just has to keep pursuing and harrassing a woman for long enough, ignoring her discomfort, until she changes her answer.