That depends on the people concerned. For many men, to meet with a male psychologist makes them competitive, especially if the psychologist is a military man. Some fear being perceived as weak, or in many cases, gay. They wonder if the psychologist views them as a deserter, or as they say in the army, a "dodger".
In fact, some soldiers say that their colleagues are simply seeking financial compensation. They view those who seek help as not following through on their military convictions, not "real" soldiers. Often, soldiers find it easier to meet with a woman.