It would vary between people I imagine... It could me multiple things, however I think the main ones are:
Stigma and social "norms". The vulnerable feeling if someone knows.. For me ? It's easier for me not to say it as I actually feel more stressed and anxious if more people know how I actually feel ! It's a very private thing for me.

I don't know about you, but I am very, very, specific about who knows the "true" me.. everyone else see's me as a happy person with no worries !