I think because it is always "easier" to make yourself less vulnerable. When you choose to trust someone, you make yourself vulnerable; hence, the fear. When trust is earned, the fear of vulnerability should eventually diminish.
I think most fear derives from ghosts of our past. We may seek to be free from them, but experience makes us what we are. Besides, fear, if controlled, is a healthy emotion. On the other hand, being skeptical and jaded is not. Your question itself, shows me you are not jaded.