It's a stigma, and that's part of it, but it's also admitting a weakness that we don't even understand. You can be the most logical and rational person, understand all the facts, theories, assumptions, thoughts, and whatever about how depression and anxiety work. The fact you're that far with it often puts you in a corner where you not only don't want to talk about it, but know talking to anyone else includes hearing rehashed simple thoughts and dismissive language.

It's not just not wanting to talk, it's not just stigma, it's not just anything in particular. It's just fucking hard and "talking" doesn't do shit if it's not to someone you respect and has a different perspective.