The scenario then goes in one of the following directions: They're too nervous to talk to her again; They do talk to her, but they're such a withdrawn, obvious wreck that she's not interested; They talk to her, but are too nervous to be themselves, end up acting like a goofball, and shoot themselves in the foot; They're so nervous that at that immediate moment escaping the anxious symptoms takes precedence over anything else, and they act rude or aloof towards her to purposely sabotage their chance.
This 'setting them up, but not following through' scenario can happen to different degrees.
Initially they manage to come off as calm and charming and make a good impression, but then fall apart when the stakes get higher.
The reason this happens is that when they first run into that women she's new and they haven't had time to overthink things and attach any nervous feelings to her yet.
They'll come away from the interaction feeling excited and optimistic about where things may lead.
Even with all of the above stacked against them, a shyer, inexperienced guy will sometimes have enough things go their way that they end up in a position where they're alone with a woman and want to 'make a move' on them (e.g., kiss them, put their arm around them, etc.).
The first is when a guy simply sees a girl around a few times and makes confident eye contact with her.
She seems attracted and intrigued and like she's waiting for the guy to approach her.
Almost all men get somewhat nervous when they have to ask a woman out, or kiss her, or even talk to her for the first time.
But when a guy is really shy his nervousness is at a level where it usually prevents him from doing any of those things.
He sees this, gets nervous, and never conjures up the guts to speak to her. He can't work up the nerve to talk to her another time.