Let’s get this straight, all women are shy.
Especially around a real man, regardless their confidence level, they get very insecure.
Now you realize where is the real problem. It is not that they are confident, it is because you are not. Or at least, not on that level.
Both men and women react similar on being approached, they all get a little bit shocked. You are taking them out of their comfort zone. You are stepping into their personal space. Suddenly, they are vulnerable.