Any number of reasons. She could be ashamed because society has taught her she was asking for it. ("What were you wearing?" is a question that gets asked to victims of rape and victims of catcalling alike, and it is never, ever OK.) It's possible she's internalized societal norms so deeply that she doesn't know that getting catcalled at the bus stop every morning isn't just something she has to grin and bear. Or it's possible she just doesn't want to talk about it. You're not entitled to know every single detail of her life.

Or, just maybe, you've made an off-handed comment or off-color joke around her at some point and she put a little mental X next to your name: won't be sympathetic to my experience. One in three women will experience domestic or sexual violence in her lifetime. Ever made a rape joke in front of a woman? In front of three or more women? Think about how that made them feel.