Cause i think it breaks the image that they have of the girl in there head. The image that doesn't lend itself for such a vulnerable stature or side of their persona.
For me to cry, it is because I seriously can't take whatever the situation is anymore. Ie. how I am being treated - how stressed I am feeling... things like that. It's not to freak the guy out, but sometimes that is the only way for me to express my frustration and upsetness (is that a word?).