When the ENFJs I know get serious and open up about how they really feel/think, then they tend to get sad (as brought out already), or very emotional, and I imagine they try and avoid that, as it seems tiring. For being so involved with others, they are very private.
It can bug me when I try to engage my ENFJ male friends in a deeper discussion and they turn it into a cute quipping fest. Sometimes they outright ignore any direct question about themselves and steer the conversation back into more comfortable, playful waters. Luckily, as an INFP, I'm pretty good at getting people to lay down on the couch and tell me about themselves and how they feel; it just takes some patience.