Why do some people in negative moods isolate themselves?

(And please don't just say "it's human nature, it just happens, it's unanalyzable," and etc. I'm not a big fan of that whole irrationally untouchable inpenetrable mysterious sacred black box of secret human nature that governs everyone at all times but is inconceivable and unthinkable.)

This question arose at the end of a series of considerations that followed a brief conversation I had with someone that was just rejected from a medical program. He was in a depressed mood. The conversation went something like this:

Him: Man, now I know why medical students have such high suicide rates. It's just so stressful, and can be so depressing.

Me: It shouldn't be too big a deal, right? I mean, you can retry at a future time. And it's not like any time is lost, you can learn and intern and develop all the while.

Him: Yeah but it's such a hassle, and costs a lot, and there's so much pressure.

Me: I don't doubt it, but that's just life, ya know? That's what you wanna do, so you gotta go through the required processes.

Him: That's easy for you to say. You haven't gone through what I have.

Me: Maybe not exactly, but I've experienced many similar things in life. Like rejection from college, rejection from jobs after extensive interviews, rejection from women even. It's all a part of life, and your values determine how you deal with it.

Him: I dunno man, you just don't understand.

And that's where the conversation ended. It seemed like the guy's basic attitude was: I'm feeling bad. Why are you speaking about my hardships so lightly? Why do you pretend like you understand what I'm going through, and would be dealing with these problems more positively, when you aren't experiencing exactly what I am?

Why do people in negative moods rarely think that their situations are understandable by others? Are they so extremely affected that they feel their condition is beyond anything someone else has ever experienced? Or so uniquely different that no experience could ever compare? Or do they not want others to be able to understand? For if their suffering is unique to themselves, whatever they are feeling cannot be compared to anything else, and they can rationally continue to feel however they wish, regardless of what anyone could think or say. In the end, why is the automatic common response, "you just don't understand?"

Evolutionary non-human expressions of emotion have been observed to be largely for the purpose of seeking attention and care. But for humans, many people that feel strong negative emotions prefer to isolate themselves from human contact. For whatever reason, they do not wish to be in the company of others, or be seen by others in their condition, or be falsely misunderstood by others, or be judged by others. But self-coping mechanisms are rarely as effective as group-coping mechanisms. Human contact is key to many components of mental health and well-being.

Something is wrong there. It's as if fear of judgment (or misunderstanding or being seen, or something) overrides the desire to resolve issues, or to overcome hardships. Are the current ways that humans are treating each other, and thinking about each other, shaped in such a way that is promoting that kind of behavior? What can be done?