They’re scared of rejection or of failing when they need to be/look brave. Let’s say a little girl is lost at a mall. You see her walking around, crying. It’d be very brave if you went and helped her, but what if the mom yells at you when return her? Or you can’t find her mom at all?
You could also say they’re in a safe bubble. For example, say a boy has a crush his friend. They’re really good friends and if he went up and asked his friend out, what if they say no? What if it completely ruins your friendship? Or what if they said yes, but they break up later? And that ruins their friendship? It’s easier for people to stay in a safe, happy bubble than to leave their comfort zone. Being courageous is one of the scariest things you can do in life.
Hope this helps!