I mean.... Chesterton's Fence. Certainly there are some people who will be like "ew, gross, I don't want a man to cry on my shoulder." And that is their right.
But if you are a woman, then giving physical affection to the guy who desperately needs it will -not always... but enough for statistical significance - lead to the guy falling in love with you and/or trying to fuck you. And presuming they arent interested in the guy, which is often, they will then have to deal with that. Even ignoring the potential for retaliation for unrequited love, turning someone down - especially someone who is clearly in the middle of a rough patch - is, like, a whole thing. And so the mental calculus is clear: he might be miserable, but maintaining his current level of misery avoids both giving him false hope and her having to go through the emotionally taxing process of removing that false hope.
Also, women tend to already have emotional support systems. A women, say, going through a breakup will talk to her mom, her best friend from high school, her psychic, etc. If you reach out to support a man, however, you very often have just become his entire emotional support system after never having one before. Which can be, like, kind of a lot.