Why She Says "Nothing" When She's Clearly Upset

I was on a snowboarding trip and while in a cabin with a group of friends, I found myself talking to a single 34 year old man who insisted that women are confusing. He said if he asked a woman what's wrong and she said, "nothing," then he would just leave her alone and that would make her even more mad. I told him that's exactly what he's not supposed to do and that there is a right thing to do in this situation.

Don't get me wrong. A mature woman would communicate her feelings, rather than saying "nothing" and expecting the guy to guess. However, some women aren't quite there yet and walking away when she says "nothing" won't help her to realize what she needs to do in the future.

Why do women say "nothing" if they're clearly upset?