Modesty answers not the crude how of femininity, but the beautiful why.
If you are not sensitive to rejection, doesn't that also mean you're indifferent to love?
Modesty is the proof that morality is sexy.
By not having sex before marriage, you are insisting on your right to take these things seriously, when many around you do not seem to. By reserving a part of you for someone else, you are insisting on your right to keep something sacred.
The best protection against rape, stalking, and domestic violence is to raise men who both understand that women are different, and would never dare take advantage of this difference.