From a new study in Journal of Personality and Social Psychology:

People underestimated by as much as 50% the likelihood that others would agree to a direct request for help, across a range of requests occurring in both experimental and natural field settings. … Experimentally manipulating a person’s perspective (as help seeker or potential helper) could elicit this underestimation effect. … Help seekers were less willing than potential helpers were to appreciate the social costs of refusing a direct request for help.

We don’t like to ask for help, men especially, because asking threatens our status.  Believing that others won’t help lets us "sincerely" avoid asking.