I wondered about this myself. My guess is your following her triggered her to follow you until she had the chance to look over your account to see if she really needed/wanted to follow you; once she determined she didn't, bingo you were unfollowed. It wasn't personal as much as business, is my guess.

Also, keep in mind that many celebrities, even very minor ones, have their social media 'done' by assistants. She may not have been directly involved in this incident.

Enjoy what you want from her public output and try not to worry about the rest. Working on improving your self-esteem will only help you with your hatred of rejection.