As someone who's struggled with mental health issues for most of my life, I think it's because of the stigma surrounding mental healthcare, especially for men. We're trained by cultural exposure (media, mentor figures, societal expectations) to suppress our negative emotions, especially sadness. It's seen as a weakness and as, for lack of a better description right now, 'unmanly'. And that leads to a lot of men bottling up their emotions and not having a safe way to either process or release those emotions. Women, on the other hand, are not subjected to the same societal expectations to bottle up their emotions and are allowed to express them freely, as it's seen as a feminine thing.
Think about it. How many men do you see looked down on for being willing to express their full range of emotions? There's a huge amount of pressure to not do that in order to fit the mould of what society thinks a man should be. That's not healthy, and as the suicide rates show, it carries a terrible cost.