Why Is Approaching Women So Hard for Most Men?
There is a very simple answer to that question! Most men are afraid of it! Afraid of possible rejection by the woman, or afraid of other people's reactions. But is this fear even justified? No! You should rather ask yourself whether you weren't especially brave in that situation when you approached the woman you like!

Most other men wouldn't do it, so the one who dares is especially brave compared to the rest!
Why Are You Afraid When Approaching Women?
Approach anxiety is completely normal, but for some it gets so bad that the fear leads to a state close to paralysis that makes approaching the woman nearly impossible. But why is that? Men simply lack practice! Nobody is born a master, which means approaching women also has to be practiced! A widespread misconception is that "jerks" always get the best women, but why is that? Because these men, whom others call jerks, simply go after what they want, no matter what others think, and if the woman doesn't want to, they approach another woman, until the desired result is reached! I'm not saying you should be a jerk, but you can build that persistence through practice and so overcome the fear again and again.
How Can You Overcome This Fear?
The secret is: practice, practice, practice! You should also take the severity of the anxiety into account. If you suffer from extreme approach anxiety, it's best to start by looking at strangers on the street and smiling at them.

You'll find that most of them smile back, which in turn shows that most people are friendly. The next step is saying hello! Simply say "Hi" to strangers on the street. The next level is to say "Hi" and ask for directions to some random place. Once you've managed that, you should deliberately walk up to pretty women, say "Hi" and ask for directions. Next, you can approach pretty women on the street with "Hi" and run surveys (ideally with a clipboard and pen). Topics like "Who lies more, men or women?" work well for this. At each of these levels you should make at least 10 approaches a day to get your fear under control.