The first is the physiological aspect, which is related to the secretion of hormones (such as adrenal hormones) in men and women.
Boys are naturally more suitable for physical activity than girls, and girls are pregnant and breast-feeding, which leads to the social situation of "internal women and external men". Facing the tigers outside and the fruits and vegetables at home, men should give themselves courage.
Secondly, social prejudice, that is, because men are more and more courageous, women are more and more like good wives and mothers. When we began to distinguish between the sexes, we realized that boys were better than girls. With this idea, boys will think they have the responsibility to protect girls, and girls will feel more and more that they want boys to protect themselves. When you ask this question, your thoughts are the product of this prejudice.
Due to the influence of feminist movement, this prejudice is getting smaller, but it has to be admitted that this prejudice will continue. So this problem may not be a psychological problem, but I think it is a sociological problem. But it is also possible that the physiological and chemical components of men and women are different. It is also possible that scientific proof shows that girls are more afraid of pain and can feel it more. Therefore, whether the differences between physiological and chemical structures lead to timidity needs to be further studied.