The Things We Never Say

I've been mulling over a question in my head now for a while: In relationships, friendships or otherwise, no matter how intimate, why are there things we never say?

It's a question I can't for the life of me seem to answer. Holding back is not my style. I almost always say what's on my mind with no use of a filter to the point that I'm "abrasive"(or so I was called this weekend). Which I take as a compliment; I'd much prefer to be honest and abrasive than sugary and fake. Yet even I hold back in my relationships. There are things I want to say and don't, things I know I should say and don't. Why?

What is everyone so afraid of? Do we hold back to spare the other party or to spare ourselves?

The people who sent this question orbiting through my mind seem to think the answer is pride. I can't decide if I agree. As someone who continuously humiliates herself being horrifyingly, honest/abrasive...can I really say it's my pride that holds me back?