In what ways can shyness be sexy?

I was having a discussion with my friends today and we started talking about dating and relationships and what things we find attractive in the opposite gender. One of the girls mentioned that "a little shyness is sexy". Of course, this was her personal opinion as not all the girls agreed with her.

Girls, if this is true, in what ways can a little shyness be sexy?
In what ways can shyness be sexy?
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