It is all about Respect and Dominance with Guys (Pride).
With a "Self-Help" Book, guys feel immasculated because the idea is that they want to appear to everyone, including themselves, as all together and in control. To have a "Self-Help" book takes away the stoic nature of the male and puts a kink in the dominant nature of the guy. Since girl tend to self reflect, something that has evolved over time to match their ability to attract (they naturally will preen and try to make themselves better), it doesn't affect them to use a "self-help" book. With a guy who internalizes problems, it is harder to do. Guys, by nature, something that has evolved over generations, are more likely to ignore issues because they must appear strong and in control to play a more dominant role in society.
I think it is stupid on the guys part though, because, it will make them more respected and dominant in the long run. Just not the short run.
**EDIT**
If a girl wants to suggest a self-help book to her SO, the best way to do it is to offer it subtlely as a gift to better each other and to cooperatively go through it. Not to shove it in the guys face, because he will "lose face" and reject the offer.