Yes, many times, and I always thought it was bullshit. My take was that they just wanted someone who they could hire, for less money than I wanted.
After a while, you just get numb when you get those letters, and you want to give up. You die a little inside.
So, why do they do it? Why don't they just come out and tell the truth? Even a "We really like you, but you want too much and we can't afford you." would be better than the lie.