Well, Burnham seems to be burning his bridges in a fit of pique already. He says that he first found out about his rejection for the media, but apparently Labour had tried to ring him, and sent an email when he didn't answer. And now he's behaving bit like a spurned lover, suggesting they'll lose the by-election because he won't be the candidate. Not terribly becoming.
Even if really disappointed (aka mightily pissed off), he could have done the "Obviously I am deeply disappointed, but I respect the decision of the NEC, even if I disagree with it, and will continue to argue for the values that I think should define the Labour Party. I look forward to continuing my work as Labour Mayor for Manchester, helping to bring prosperity to the North West."