Yesterday I was reading a discussion about confidence and rejection, and one of the comments that stood out to me was one person putting it in terms of transactions.
Basically their analogy was that people with low self-confidence are betting all of their confidence when they put themselves in a situation where they could be accepted or rejected, and each subsequent rejection drains their already meagre savings.
And I think that this is what a lot of people without the problem don't understand. It's not just simply a lack of going up to every person you see and flirting with them and asking them out. Introverts by nature find interaction with others (especially strangers) greatly taxing. Importantly, every time they expose themselves to possible rejection, this comes at a cost.
That cost is higher for people with social anxiety, and their reserves lower. The potential reward is great. In fact, greater for people with low self-confidence, in the same way that a poor person would be happier to suddenly receive $10'000 whilst a millionaire would barely notice it. When others suggest "Just going out there and trying", while the saying "You can't win if you don't play" is true, just participating can just as easily ensure automatic loss.
People are good at avoiding pain. Some might call it risk averse, others might call it self-preservation. If you burn your hand on something, you instinctively pull it away before you can even consciously thing about the problem. There is no reason why mentally or emotionally there shouldn't be similar safeguards.
To finish off, each time someone takes one of these chances, they're taking a risk. For a person with high self-confidence, the risk is neglible. For someone with low self-confidence, the risk can be bankrupting. For a person with high self-confidence, the reward is great. For a person with low self-confidence, the reward is even greater due to their situation.
So, don't be so quick to think that the only problem with these people is that they're too shy/lazy/scared to try more often.