I appreciated the chance to think about this. Making a proposal has been for me always a way to think ahead.
I will still do the work, since it is part of my ongoing project, albeit it will have to be fit in with other stuff. But, again, thank you for the chance and instigation to begin this work.
I always think of a proposal as a chance for an institution to be attached to work I will do. (Similarly, I think of tenure as a way that an institution keeps its people out of the job market.) This reverses the usual analysis, but I think is helpful."
My point here is that in applying for support, what you are doing is projecting yourself forward, putting your best foot forward. So you are pushed into what comes next.
The problem funders have is finding work they want attached to their brand. From what I have heard, there are many cases of rejected proposals that have led to very significant work, work that would have enhanced the funder. This may be urban legend or academic legend; and it may be that the funded projects are really very well chosen. No one expects funders to make perfect decisions--and there will always be missed opportunities. But to reject a proposal is more of a problem for the funder than for the researcher, who is likely to pursue the work one way or another.
It's not about sour grapes and the like on the part of the researcher. Rather, it's taking the grant process and viewing it from the funder's perspective. To apply for a grant is to give the funder a chance to participate in the work.