I'm am no authority on the matter but I'm chiming in because nothing is really convincing.

I believe it's because feelings are important to us, therefore, we sometimes give more credit to what feels better than whatever we rationally think is better.

When socializing with another person, reciprocation and response is important. If someone didn't respond, we'd feel off. If we thought about it, there may be some reason. But in our social interactions, even friendships, we do actually get something from it. Therefore, our feelings are important. If that person spoke badly to us, we wouldn't feel right. We might want that unkind person out of our life.

When we express interest in something, there's a natural urge to feel like it's "right." We've invested some kind of thought into the matter (probably). There's some reason to believe the things we believe. Even if we realize it was wrong later, it doesn't matter. Because in that very moment, when we say something irrational....well it's not necessarily irrational at that moment.

So when someone challenges us, we need to feel right. We need to feel the acceptance from those around us. We need to feel like our invested thoughts or efforts are worthwhile. This is partly why it's important to love our friends or family. Because when we care about them or consider what they say, they at least feel like they're accepted or loved, even though we disagree with them. I might even call that the art of disagreeing with people.

We don't like to feel challenged. We like to feel accepted. Our feelings dictate our actions. We aren't always thinking rationally about all our decisions. Especially when they're complex or largely unknown. Social shyness or dating is a perfect example where feelings are more important that rationale. Seriously think about how weird dating is. To paraphrase Louis CK "I feel bad for women who date. That has to be terrifying. I don't know why any woman would ever date a man. Statistically, men are like the #1 reason they get murdered." That was meant to be humor, but clearly there's a certain rationale to that line of thinking. But emotionally, we feel the need to be with another person. So we put dangers aside. If we're shy, it's largely because of the unknown. Unless we're really experienced with meeting strangers and have successful interactions, or simply don't care about bad interactions, there's no reason to feel comfortable around people. This is why we have to practice to overcome shyness. We feel unsure when we're shy because there isn't much substance, or experience, to dictate any rationale thinking.