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Basically people close down if you tell them to force themselves to approach strangers in relatively hostile enviroments. That what the resident person I know who wrote a book on comfort zone expansion and who run a weekly meetup on comfort zone expansion has to say on the topic.
PUA trains man to consistently reflect on whether their behavior is attractive and then change their behavior based on that reflection. Commonly that means that a man thinks he isn't supposed to show weakness when he's in a relationship. It trains the idea that if the man stops engaging in PUA type behavior his girlfriend will cheat on him. That creates resonance with fear of the girlfriend leaving that prevents opening up.
Two of key people in the game are publically out as being depressed a decade afterwards. Tyler and Mystery. That even through those two have actual success in attracting woman and they make a lot of money coaching people.
Herbal/Tynan isn't but then he stopped the PUA lifestyle, by his own account lost skills and is now seeking a wife to settle down with. Losing skills is quite interesting because it indicates that the skills are superficial and not deeply rooted. The fact that Mystery reports still having approach anxiety years after being a PUA is another indication of a failure to actually do deep changes.
I haven't actually meet Mystery or Tyler in person but I do know over a handful of people who make money with selling products to the PUA demographic and who see PUA often as causing those effects. Basically most people linked to MALEvolution think that way.
Let me summarize in my own words some of the points in your post:
Many members of the PUA community:
take it too far and believe that newbies should immediately dive head-first into doing uncomfortable and anxiety-producing approaches in often-hostile environments. (Which causes these newbies to wall off their real selves and hide behind manufactured personalities.)
are paranoid about girls cheating on them and think a single slip into beta-provider mode may seal a crushing and depressing fate. (Which prevents them from opening up and showing vulnerabilit