Will this H3 visa be a problem when I apply for the ESTA in the future?

A US company based in NJ recently applied for a H3 Visa for me, to train me for 12 months in the US before they hire me at their European office in Belgium (my home country). We got a RFE from USCIS for the petition (to which we replied), and it was eventually denied after they received our response for the RFE. The company decided to stop the procedure, and not to file an appeal. I am planning to spend 2 weeks for tourism in Boston this winter, and I am worried this H3 Visa will prevent me from getting approved for an ESTA. The lawyer of my company says I should be fine, and that I should reply "no" to the question "Have you ever been denied a visa?" when I apply for the ESTA online. They say there won't be any record of this H3 visa on my file because the visa itself was not denied, only the petition they filed was denied. What do you think about this? Will this H3 visa be a problem when I apply for the ESTA in the future? Thank you so much for your advice.