I have a slightly different take on this. I agree with the OP, but I think this applies to a lot of introverted types.
The INFJ's Fe is functionally projected toward the other, so it is not actually very natural for an INFJ to share information about themselves outside of a broader incentive to find a common ground with the other person. When they talk about themselves they tend to immediately generalise the insights and connect them to a wider set of the population, de-personalising them somewhat in the process. Because Ni still dominates, this process of de-personalisation is only partial. By contrast, it is almost complete in the case of ENFJs (FeNi).
The contrast is striking with INFPs. It's enough to even have a look at their blogs on this forum. The INFPs will be share information about themselves without trying to generalise the insights. It is as unnatural for them to generalise as it is for INFJs to keep the insights deeply personal. This is an expression of the difference between Fi an Fe.
So I don't think it's mostly a case of lack of trust or anticipated disappointment, though of course this can happen. The main reason, as I see it, is that it is very much in an INFJ's DNA to speak about, and even make sense of, their feelings by projecting them outside of their innermost self.