Right, they just need to man up. I say that in jest but you hit on an important part of it. While some may not admit fault in the open, Men (I know I am generalizing) do internalize failure, it is a core part of their ego and identity. So it would seem natural for them to internalize the failure of a relationship.
One good example where the difference can be demonstrated clearly is forums devoted to dating questions. A lot of people come there to whine and they get very different responses depending on gender. Guys almost always get something along the lines of "be more confident, go to gym, be more interesting, etc", while girls gets reassured that they are totally fine, just not lucky yet