"Not this time" sounds very generic to me, I would consider that a form rejection. Also, even if you do receive a personal rejection, I wouldn't mention it the next time. Mentioning it gives the impression that you believe it gives you some kind of "in" when it doesn't, which looks amateurish imo. They care about what you are sending now, not if they rejected something, however encouragingly, in the past.
And then, even a personal rejection doesn't necessarily mean you were close to being accepted, you'd have to know that particular publication and how they do things. Some places send all personal rejections, whereas some never do. Also, many of them use a friendly, positive sounding form rejection.
Imo newer writers often try to make too many rejection distinctions that aren't really there. Even if you're told a story made second round, I've often found that every submission that wasn't practically written in crayon made "second round." It could just mean someone looked the submissions over as they came in and sent back the ones that were wildly wrong, the wrong genre or whatever. By and large, it's either a "yes" or a "no" and that's all you'll really know. Good luck.