In many ways, it is seen as un-masculine to appear weak or faint-hearted or anything like that. Thus, showing to anyone that you are depressed is a serious social risk because, although many people will be outwardly sympathetic, and in fact many people might truly be, there has always been a majority opinion that the manly thing to do is just power through your problems (you know, the sitcom stereotype of the husband not pulling over to ask for directions? Like that). When you can't do that on your own, it's taken as a character flaw. It's accepted that women can do that - we say they're emotionally weaker, more prone to failure, and need to be coddled and helped along. But for a man to be called emotionally frail is nearly slanderous.
It makes you wonder - what is "emotional strength"? Is it being able to work through your own problems by yourself? Or is it the ability to go to other people and admit your problems to a third party? From my own perspective, I really would like to explain my feelings and emotional issues with people more, and not only to my girlfriend. But, even though I am far from consciously trying to act macho or tough, I still find it hard to bring myself to admitting to others that I occasionally feel a miasma coming over everything I do for periods. Not even something as pervasive as depression - just normal shit moods can be hard to talk about. It seems like a result of a disparity in the treatment of "masculine" and "feminine" mindsets, which rewards masculinity and considers femininity weaker or more impoverished in some way.
Isn't it interesting how treating traditional ideas of "masculinity" and "femininity" as equals benefits everyone, and not just women? Feminism is good for everyone, in that way.