It's a fact of life, but that's the way agencies treat people everywhere, at least in my experience here in the UK.
When applying for contracts or jobs, "fire and forget" is the best method. Apply for it, then forget about it. Let them do the chasing - they will come back if they want you. Spend your efforts trying to increase your chances applying elsewhere.
When I phone around garages for quotes to get my car fixed, after i've chosen the best one, I don't phone all the other garages with feedback.
About buying a small company, that's probably a good idea. I'm looking at the job market and thinking the best way forward is to start a business over in Oz, doing what exactly I don't know!