Women are more likely than men to say "we have to talk about it" because:
Men are more secluded as humans. As men we are more fond to keeping our emotions tucked away and hidden to ourselves rather then display them. Now- is this a quality of trait that all men have? No, certainly not. There are many of men out there who are willing to display there emotions and easily talk about it without feeling awkward. Now- why do men do this? It's just because we are simply dudes, we like the way to be kept in such a sense. We don't act that way to be cool or to show off, men just have the tendency to keep to themselves because it feels much more natural and "safer" that way to not express to many emotions or feelings to others.
I hope I was able to answer your question here for you and I hope that it was easily understandable and helpful to you. If you still have questions or have other ones, don't be afraid to check out my profile and just ask. Anyways again, I hope this was able to help you, have a nice day! :)