As a cancer male, I'm deeply intrigued by the intensity, mystery and passion of scorpio females. I'm also a little bit prejudiced in the way I seem to get along best with all the water signs including other cancers and pisceans -- so if I show any signs of favouritism and partiality, these signs would benefit 
Call me an irrational fool but I'm looking forward to my specially-made heavenly match with one of the water signs. If it happens, it would be like a dream come true.
Now, to answer the concerns by kaplow and doublescorpio:
First of all, I totally empathise with your situations and relationship troubles. Now, this is one quality you will find in immeasurable amounts among us cancerians. We empathise with living creatures to such an extent it might lead to our own detriment....we don't care even though we're often accused of being selfish and egotistical...nothing could be further from the truth.
it's just that unlike other signs, we don't want to "express" that inner sanctum to the outside world. We live in self-imposed crab-like shells of our own making. Our thoughts, our true feelings, our inner mind.....we believe they should not be the business of outsiders...it's like a strong privacy thing and we guard it to such an extent even loved ones including family members aren't allowed to get into this temple of sanctity.
Ever see when a cancer is in the midst of a crisis or problem situation, he turns to noone for kind words...he would rather sulk in the corner than seek help....this is what other signs would perceive as "running away from the problem"....it's not like we're running scared of the problems. Just that when our feelings are deeply involved into something and we notice a betrayal of trust, it shocks us like a sudden jolt of electricity.....we need time to recuperate from the damage caused to our emotional beings...
Relationship with a cancer is like a pane of glass....when the going is smooth, the cancer would shine in all its glory and give 200% to the relationship...however, the moment some serious damage is caused to his emotional being, it's like a big splinter in the glass which won't repair.
Now, what causes a damage like this. As doublescorpio rightly said, we "like to preserve our self-image" at any cost, and the moment you challenge it, it leads to terrible repercussions in our emotional states. It's not like we can't handle the truths but it's just that from a close relationship, we seek "nourishment" to feed our self-image egos. We don't need your discouragement....that's what we've been getting from the whole world.....the last person I'd expect it is from you...who happens to be the most important person in my life.
Why do cancers attach so much importance to our self-images? This is because we've built it over a lifetime.....being true idealists, we've worked very hard and gone through all the crap in the world to taste the feeling of accomplishment that comes with a positive self-image. For example, if a cancer male considers himself a prolific writer, he has indeed struggled very hard to taste that feeling. It's a lifetime of expectations built into creating that identity. And true, sometimes we may overestimate ourselves. But, hey, that's what the world is telling us all the time. We're fighting every moment of our lives to kill that perception the world has of our talents, abilities and desires. It is what builds that impenetrable wall of indifference cancerians are known for. By being in our shells, we are able to take all the insults, bullying and discouragement the world has in store for us. That is the source of our strength and recovery.
However, to a close one such as a better half, we have voluntarily agreed to guard our defences so that they can sneak a peek into what is going on "inside the crab-like wall". We expect such a person to complement our self-esteem and offer plenty of words of encouragement and support. It's a matter of real privilege that is been granted after much careful consideration. If you can't offer the much-needed support, fine, we could probably do without it. But, you have no right to violate the inner temple sanctum by your hurtful remarks and trying to prove we are worthless. When a very close and loved one calls me worthless, I tend to take it very literally.
Seeing how vulnerable cancers are deep inside, I hope it answers your query on why we can be so indifferent to even loved ones when our needs are suppressed and self-image torn apart. Yes, we are sensitive to a fault. Yes, we can't fight back those feelings of vulnerability as good as other signs do. Yes, we'd rather move on from such a person who causes so much irreparable damage to our identities. Yes, we can be like cry-babies when it comes to our very closed ones. But, that doesn't make us immature. In fact, many of us are very professional at work and can be social butterflies too. However, if you want to scale that wall of indifference for cancerians, you'll have to agree to our pact, as per our terms and conditions. You cannot breach that contract of not supporting us...and whatever we want to be.
Lastly, if you're wondering, how to win a distraught cancer male back, I don't know the recipe may vary from individual to individual, but you should know you've already caused a splinter in the glass pane and it might be impossible to heal that crack. Without access to our inner sanctums, you'd never really know what went wrong - WE'LL NEVER TELL YOU.
However, showing strong love and appreciation might win us back. As cancerians are always emotionally insecure, your chances at winning him back is to prove your love to him....all over again, in a creative manner...show him "why you can't live without him" and "what he means to you in your life". Show him how you will always "protect him from the whole world..no matter what happens". When a cancer is lonely and depressed, it's like he's on a sinking Titanic-like ship. Show him how you would rescue him as he drowns.
And, if you laugh at any of these concerns, it's probably you haven't "empathised" with the cancerian mindset.
Also, don't try to show cancerians any charity disguised as love. He will come to you when he realises you really need him. Getting love based on someone's charity is too much for cancer's ego. He deserves to be the one and only in your life even though he will continue to mask those feelings with a layer of indifference.
Cancerians are silent creatures and rarely, if at all express anger or disappointment with any perceived betrayal of the inner sanctum. However, still waters run deep.
Cancerians do love to communicate very well...but slightly, on our own terms. As we happen to be the most emotionally vulnerable signs, we need to take extra precautions in guarding the inner sanctum.
Well, as you can see I might have gone a bit overboard in sentimentality while writing this post. It's one more ethereal quality of being a cancerian. We experience a sea of emotions from the practical to the impractical.