Simple; Shame.
I think its becoming increasingly hard to understand what a man should be, and even harder to acheive.
You should be sporty, strong, able to win in a fight, not show any physical or mental pain, be a rock for others and never, ever give up. At the same time you need to be socially aware, politically correct, sensitive, caring and have excellent personal appearance.
Gone are the days of being rugged, gruff and unfair and this is a real problem. Men have testosterone, they need outlets for their destructive and anti-social behaviours, especially younger men who have not yet learned self control.
And there at the end is that word 'control', you are under constant scrutiny and must never lose control, never just let the animal out. Never let that raging beast of hormones clawing at the inside of your head break free and lay waste to all opposing you, or die trying. Millions of years of evolution have made men aggressive, keeping the lid on the pressure cooker only makes it worse.
If you let that beast out; shame on you for losing control. If you dont let the beast out; shame on you for being a loser.
Men can and do get past this stage, it obviously requires you stop measuring yourself by the standards of others, but its when you are young and trying to see whether you 'measure up as a man' that you are most likely to become ashamed and depressed.