I think there is some truth in what op is saying. However, there are some legitimate medical terms that could pose as reasons why someone would be "shy" towards women.
Kakorrhaphiophobia (or the fear of failure).
This is a problem I feel I have myself. And it doesn't necessarily have to apply to girls. When trying out for a sport, or give a presentation, I always have a strong fear that the outcome could turn out badly. Which is the same way I feel when attempting to talk to girls. "What if she laughs in my face" "What if she ignores me" or the worst, "What if she acts polite, and then immediately goes and laughs about me with her friends."
Another,
Anthrophobia (or the fear of social situations in general)
This is perhaps more common, although I can't say that I have it myself, many people who we would call "socially awkward" are in fact victims of this phobia. People with this are usually afraid of the pressure that is placed upon anyone in social situations, highschool especially, that results from the expectations to always say the right things, or be funny, or be "cool".
Now as for the "big ego" that op was getting at...
I don't have any term to refer to. But there are many people who would rather say "what if" than face the consequences of it going wrong. Which in my opinion, goes directly back to Kakorrhaphiophobia.
In the end, I believe that any one of these three scenarios could be categorized as "being shy" or, "awkward".
In other words...
This thread is pointless.