Scorpios have an aura about them that makes you feel safe. I don't mind sharing my secrets with people because I know no harm can really come of it. If you open up you just gain trust in the other person. I don't know why people have such a hard time with it but each to their own as missmorals would say.
Of course there are things you shouldn't disclose like passwords to paypal accounts or your phone number, things like that. People may take advantage of that information. But if it's something like a past experiance, I understand why some wouldn't share but I personally don't mind telling a few.
I think it's also a difference in gender. Women lean more towards being secretive than men do.