Umm, no, not even close. There are quite a lot of socially maladjusted women out there that can't get a guy. There are definitely plenty of women that get rejected just as often, I've rejected a number of them in my life.
The "game" you speak of is basic social skills, being able to treat a person (male or female) as a human being, not a sex target. Seriously, the issue is not that all women are conceited and take pleasure in rejecting men (there are those types out there, but not a large percent) - the issue is completely unrealistic expectations of outcomes from social interactions on your part.