Actually, it does hurt. It does hurt to ask the wrong way, to ask without preparation, to ask without permission. It hurts because you never get another chance to ask right.
If you run into Elton John at the diner and say, “Hey Elton, will you sing at my daughter’s wedding?” it hurts any chance you have to get on Elton John’s radar. You’ve just trained him to say no, you’ve taught him you’re both selfish and unrealistic.