rules based opinion:
Since Fate Core is explicit about earning them, and having your compel rejected is not on that list, unlike prior fate, and barring errata to the contrary, I'd rule it goes away.
You only earn Fate for 3 things per page 81:
- accepting a compel
- having your aspect invoked against you
- conceding in a conflict.
Note that the GM can only use the restricted pool when refusing compels or triggering stunts, and that pool has a shorter list...
- accepting a compel. (If it's a scene ender, it goes to the next scene's pool)
- conceding a conflict when it ends a scene (and that point goes to the next scene's pool)
Note that, on page 71, there is a bold text bit in the last paragraph (emphasis original):
Finally, and this is very important:
if a player wants to compel
another character, it costs a fate
point to propose the complication.
The GM can always compel
for free, and any player can propose
a compel on his or her own character
Supposition on why
This means that there is no longer advantage in proposing unfair compels, as you no longer stand to gain a Fate from the unfair compel being rejected.
As a player in SOTC, I proposed a few compels I expected to be rejected, simply to fuel my need for Fate Points. (I was playing REALLY hard core...) I knew that if the GM, Jerry, accepted them, Jerry's NPC's would be badly hosed, and also that Jerry wasn't hard limited on rejecting them... so I'd propose, he'd reject, I'd walk away with an extra Fate.
This small subtle change (and it's present in the preview, as well) isn't explicitly stated as a change but it is a huge alteration for a more fair approach by munchkins like me.
As for why pay for the proposal, rather than the GM accepting it as valid? It looks to me to be the price for interrupting the narrative flow, rather than for getting things done. It disincentivizes wild grabs at compels.