Rogar means 'to beg' or 'to plead'. It's a very strong, emotional word that implies a sense of desperation.
In the song, the artist asks, "¿Por qué te haces la del rogar?" This is a popular phrase that translates to "Why are you playing hard to get?". He's expressing his frustration that she is making him 'beg' for her attention, adding a layer of drama and cultural nuance to this heartbreak anthem.
Ever been left on read and felt the panic set in? That is the exact mood Eslabon Armado kicks off with in "Dime". He starts straight up begging for honesty: "Si no me quieres, dime" ("If you don't love me, tell me") and asks why she won't text back ("¿Por qué no respondes los textos, baby?"). He calls her out with a classic Mexican phrase, asking "¿Por qué te haces la del rogar?"—which basically means "Why are you playing hard to get?" While he is pouring his heart out, admitting that he tried his best only to end up hurting, she has completely checked out. In fact, he accuses her of craving "esa vida loca" ("that crazy party life") instead of settling down with him.
He does not hold back his bitter feelings, either. He drops some heavy slang when he brings up their past, sighing over a "chingo de recuerdos" (literally "a shitload of memories"), before bluntly concluding, "Eres bien mala conmigo" ("You're really mean to me"). It hurts even worse because he has to watch her move on with someone else ("Me duele verte con alguien más"). Even though she is out there ignoring him and living it up, he is still praying to God for her return and claiming their love was fated ("Lo nuestro ya estaba escrito"). It is dramatic, messy, and painfully relatable when someone treats you like dirt but you still dream about kissing them.