Most Helpful Guy
Because showing emotion is socially unacceptable for boys and men. Both sexes reinforce the behavior. There may also be an element of pride in denying her the satisfaction that she ever meant something to him, especially if he is the one who gets dumped.
It doesn't mean he doesn't have emotions, or that it's not tearing him up inside. It might come out by confiding in a trusted friend. Or he may suppress it with drinking or working out or work or video games or whatever. I think it takes guys longer to deal with break ups because of this learned emotional constipation.