Well, to be fair, Silverlay did say she was aware that she might be rejected. Also, at this point, we can't be sure if Applejack truly didn't get the anvil-sized hint or if she played it off like she didn't understand because she doesn't feel the same for Silverlay but didn't want to hurt her with an outright rejection, so she gave her an escape, so to speak, pretending she misunderstood and giving Silverlay a chance to just pretend this was all friendship. It's not a lie per se, since she does love Silverlay as a friend, so it wouldn't go against her honest nature, I think.
It's now up to Silverlay to decide if she can see past the whole "the mare that rejected me" thing and continue the friendship as it was. And of course, we all know that now the other girls will be staging an intervention at some point.