They say its a good sign when the editor actually takes the time to tell you why they are rejecting a particular piece. I'm choosing to see this as a good sign.
Thank you for your submission to ******. I enjoyed the idea behind your story, but I felt that there was no resolution to the situation, and so it didn't seem like a complete story. For this reason, I'm afraid we won't be publishing this piece. Best of luck with it in the future.