You make it sound so "meh, whatever", but there's a few realities attached to this:

The airline in question will likely not serve you again, but probably more importantly, when you apply for a tourist visa to just about any country on earth, you'll now have to answer that question "Have you ever been denied or refused a visa or entry into a country?" and while some might take sympathy on "Oh, yeah, we get it", you can be sure you'll be getting extra attention and some countries will threaten to deny entry too.