TL;DR: There is a clear desire for global notifications when an edit is rejected. While there is a warning for rejected edits, it's not the same thing.
Before you ask: No, this is not a duplicate of "https://meta.stackexchange.com/questions/120624/decision-on-rejected-edits-should-be-displayed-as-a-notification-to-the-editor".
Over the years have been multiple requests to add the option to receive notifications for rejected edits. To solve this issue, a small edit warning was added if you had recently rejected edits. Despite this, the requests kept coming in.
- Decision on rejected edits should be displayed as a notification to the editor (Jan 29 '12)
- Also show rejection vote reasons for accepted suggested edits (Mar 27 '12)
- Can rejected edits show up in your notifications? (May 28 '12)
- Notify on suggested edit rejection (Jun 18 '12)
- Notification when a suggested edit has been approved or rejected (Oct 29 '12)
- Notification on Suggested Edit approval (Nov 1 '12)
- Display status of suggested edits in StackExchange inbox (Dec 4 '12)
- Edit rejection should be clearly indicated for the first few occasions, with notifications (Jun 17 '13)
- Keep track of your rejected edits (May 4 '14)
- Notify users when an edit is rejected (Aug 6 '15)
Note that nearly all of these questions have been closed as duplicates, linking back to the implemented warning for rejected edits.
I think there are quite a few valid reasons why some users would prefer global notifications.
- Users receive notifications for accepted edits via the +2 rep gain, so it seems natural they'd also receive them for rejected edits
- The edit warning doesn't immediately specify which edits were rejected
- It's unclear whether the rejected edit notification is being shown for a recent rejection, or an old rejection you already knew about
- You only see the notification the next time you suggest an edit, which could be days or even weeks later
- The rejected edits are site-specific, meaning they don't display when visiting any of the nearly 100 other SE communities.