Do we have to go over the same ground again? It's obvious from what we know now that Erynn didn't reject MC. However that IS how the MC saw it from his memory of what happened. Obviously when discussing the situation it is seen through MC's eyes, and whether he was right or wrong at the time he decided to fuck Alexis on the plane (if he does on the playthrough you're playing at this point), Alexis also knows that MC sees it as Erynn rejecting him because he's just told her the story.
Alexis knows the truth at this point (MC doesn't) so she had the choice of telling MC (and potentially not have a chance with him because he's obviously still hung up on Erynn) or not telling him and taking potentially her only chance to get him.