Maybe it's because on stage, either everything's scripted and you're in-sync with everyone else and are responsible just for your part and trust everyone to do their job, or it's unscripted but you can be in the same "zone" as the others. Off stage, it's everyone for themselves. It's especially difficult when you're either introverted or prefer to keep to yourself.
I'm not an actor so I won't pretend to know. That's just what came to my mind.
