Nobody wants to come out.
It hurts.
It puts you in the spotlight. People can and do say well-meaning but disrespectful things. Some people are downright mean.
Getting out there as yourself is scary, knowing people are going to stare, question your gender, and maybe even snicker behind your back (or to your face).
We can't transition in a bubble. It would be nice if we all could hide away at home and live life via our computer screens (have you seen Wall E?) And yeah, many of us do spend lots of time on line. But it's no substitute for living in the real world and interacting with family, friends, strangers, coworkers, feeling the rain on your skin, the heat of the pavement, and hearing the rustle of leaves.
Ultimately, those of us who transition do so not because we're brave, but because there becomes no alternative.
Jay