If we want to trade opinions and anecdotes, I personally know plenty of "real men" who have justified giving up on different goals to avoid the pain of continued failure. Heck, I'll admit to having done it myself: many years ago I thought I might want to work in finance but after applying to a few banks and never hearing back I "decided" that it's not really for me when in reality I was just avoiding the pain of further rejection.
I realize this sounds confrontational, but I really do want to know where you're coming from that men don't give up on things due to fear of failure. In my personal and professional lives, I see it all the time.