Yep, fairly common to hear about old veterans who will not discuss what they did in combat, one could guess because they don't want to resurface those memories.
My grandfather was in the Pacific theater during WW2, but only the military knows why he had nightmares.
They won't talk to you about it because you can't understand, and talking to you about it would just make them feel more isolated and alone. Only others like them could understand.
I think there are a lot of different reasons. The thought that other person may not understand could be one, but also that you just don't understand well enough what to say and the mixed emotion of being proud of doing something at a high level with the changing understanding of what actually resulted from those actions.