Both women and men get often hit really hard by a break up - Why is that? Because the vision they had for their lives suddenly collapses. Imagine, you build up a perfect picture of your future with a given person and suddenly it's gone! This is why it is so hard to deal with, because it requires profound shifts in life vision.
A break up means change! And change is challenging!
Of course, there are the fears, the shame, what others will say about it. Somehow guilt can build up and doubts about your self worth creeps in too.