I have never had a Bank "deny" a Shortsale;
I'm wondering HOW they denied it?
I've had it drag out until the Buyers gave up,
I've had our Offer IGNORED for the longest time,
And I've received an ADDENDUM of some kind; indicating an acceptance:
But I've never heard a NO from the Bank.
Were you in the middle of an Escrow? I seriously doubt it.
And, NO, none of us could ever tell you WHY; what about your Realtor?