I think for many writers, and certainly for me, one of the most uncomfortable aspect of being a writer is feeling exposed. Most writers are introverts, and most prefer to keep their private lives private. I know there are many notable and flamboyant exceptions, but because they get all the attention, their personae have shaped the stereotype. At least most of the writers I know are really quite shy and private people. They are closer on the spectrum to J.D. Salinger than Norman Mailer.
Yet publishing means making something public—and inevitably something about your self—even as a writer of fiction. It doesn’t help that people are almost always wrong in thinking they know the writer from what he writes, for their perception is usually disturbingly distorted. I can see why some writers hide behind a nom de plume.