My Coe got rejected , is it ok to apply for a different university for the next intake??

I have been waiting for a huge amount of time for my Coe , and I was anxious because soon the classes will begin. Then suddenly I received a mail informing me that my Coe was rejected and even the reason behind my rejection was kinda confusing. Because I submitted sufficient docs. Then after a few days I got to know that the university I applied to had some problems with the immigration of that region as a result some students including me got Coe rejections. Now I’m a bit confused and concerned whether I should apply for a different university for the next intake . Or should I just give up on japan ?? My profile is quite strong . Should I take the risk??