Reasons

 Reasons why most people saying "Nothing" when asked "What's wrong?" 

1. They don’t feel like explaining because they’re afraid you won’t understand.
2. It’ll make them feel worse if they do because the subject is just being brought up again.
3. They don’t know what’s wrong.
4. Privacy / Personal space
5. Afraid of being judged.
6. They don’t want anyone worrying about them.
7. Tired of hearing the lie that “It’ll be alright.”
8. It's obviously about you. 
9. They just don’t want to talk about it