Firstly understand that Men and Women are different. That’s number one, we are made differently, Hashem did that, we have different needs and different emotional make-ups. Men see things differently than women do for the very same reasons. While women want and need to talk, men want and need quiet. Where women can handle twelve different things at once, men are more compartmentalized and can only concentrate on one thing at a time.
Now for the question why are men so insensitive? Again it is the nature of the beast so to say. Women are made to be more sensitive and men need to learn how to be more sensitive. Where do they learn it? Either by example that was role modeled in their own home, by the role modeling from their Rebbeim both in and out of Yeshiva and from personal experience and discussion. Men are also not as intuitive as women are, so where a woman might instinctually know what another woman needs or wants in any given situation, Men claim they are not mind readers and have to be told.
I agree that you can’t generalize, but also that many times when we feel that a man, or basically our own spouse is being very insensitive in many instances they haven’t got a clue what we are talking about or why we are hurt. Communication is definitely the most important element.
It is true that there are men who are insensitive but if you tell them what you need, and teach them what is important to you, most try to work on themselves to accommodate.