No, I'm sorry to say you’re not. The Filipinos are idiomatically correct when they say "I was denied a US visa" instead of “I was refused a US visa.” Although “deny” and “refuse” are synonymous in a general sense, “denied” in the sentence in question has a strong definite sense of “got a negative answer to” (in other words, it is a receiver-of-the-action verb) while “refused” has a strong definite sense of “unwillingness to accept” (in other words, it is a decliner-of-the-requested-action verb).
Keep in mind that "I was denied a US visa" is a passive-voice sentence where the noun “I” is the receiver of the action and “was denied” a passive-voice verb. In the active voice, on the other hand, the subject of the sentence would be the “denier” or “refuser”—the doer of the action—as in “The US embassy refused to give me a visa.” It’s awkward and unidiomatic to use “denied” in the active voice in such sentences, as in “The US embassy denied me a visa,” but idiomatic and correct to say “The US embassy denied my application for a visa.”
