Belive me, I know what you mean.
Honestly, I think it's because society as a whole has men made to believe since they were little boys that they should not cry or show emotion.
It is so engrained (sp?) that they have moments where they feel comfortable with their wives that they just need to let their guard down and get some sympathy for any little thing.
I have seen this with every man I've ever been involved with. I am not knocking them in any way. I do understand it because of what society has told them from an early age.
While it can be annoying to us women, I think I've found that it is their request for caring and attention from us. I try to give the attention and try not to say anything negative (most times that is difficult. Whoops.).