No, it's not a sexual thing. Well, I suppose it can be. :)
http://www.spring.org.uk/2010/10/dont-take-no-for-an-answer.php
Interesting that they research different techniques (like asking for a lot and settling for a little, asking for a little then ramping up, etc) against each other to see which ones work best.
Asking "why not" to complete strangers when they refuse to do you a favor is akin to being a sociopath. For the reason described in the study. :P
This thread reminds me of: http://www.imdb.com/title/tt1204516/