I can't speak for all men but I think most of us just aren't good at talking about our feelings. We like to "fix" things or at least be able to do something to help in some way. We can't bring people back to life though.
Many of us like to process our thoughts and feelings quietly. It may seem like "shutting down" and maybe it is...but often we just need to be alone with our thoughts until we understand our feelings and what we should do about them.
My wife feels like you do sometimes and I can tell she is taking it personally. I mean nothing by it. She probably thinks I'm trying to be macho--it's really just that I need more time to process my feelings. Even if I never fully verablize what I'm going through, I DO notice her concern and it DOES matter to me--even if I seem annoyed at times.
Sometimes we just want to be held and not talk--even if we're shy about asking for it...