I think
@Markness is in very simple terms, being paralysed by the fear of being rejected. All the potential for spending time with the girl at the coffee shop can vanish in and instant. If you are lonely this perfect potential of what "could be" might be a very important thing to hold on to. It's a lot to lose.
So what seems like a simple action of "just ask her out" may look like he's betting a small stake, there's the invisible intangible emotional stuff we don't see that will be gambled on that seemingly simple question "hey do you want to go for coffee some time?" If that all vanished in the event of "No", that can feel quite traumatic.
There's lots of opportunities I missed when I was younger. Someone I worked with that I liked a lot. We caught the same bus every day, talked about cats all the way home or all the way to work. We were learning to drive at the same time. One day they turned and looked at me quite intensely and said "You know, I never talk with my partner like this..." she continued looking (I realise now) waiting for me to take the hint. Annnnnnd.....I didn't.
I've thought about that moment a lot and why I didn't take the hint, I kinda felt like she was trying to get me to take the initiative for a brief moment. But I remember feeling that if I did and I had gotten things wrong, (as I do often do in similar situations) there would be no more talk about cats or driving, or TV/music, probably awkwardness at work...etc etc. So I didn't roll the dice. I avoided the potential trauma of being rejected.
I feel quite silly about it all these years later. I have a lovely girlfriend now so I'm lucky. Maybe things wouldn't have been this way if I'd been in a relationship with my work colleague. It may have been great, who knows? But it is true, you miss 100% of the shots you don't take. I'm lucky it worked out in the end.
I understand the psychological difficulty when you risk rejection. It's not as easy being the one on the inside dealing with it. But you have to try and find ways to break out of it or all those potential relationships wil remain that for ever- "potential".