They should be able to tell you why they denied you. In fact, if they used a credit report (and they almost certainly did) you have the legal right to view a copy of that report if you request one within thirty days.
So I would call them and demand (politely but firmly) more information. You might get a cryptic answer like TOO FEW OPEN ACCOUNTS or JUPITER INCOMPLETELY ALIGNED WITH MARS, but they do legally have to at least reveal the credit bureau they used.
