I apologize for the following wall of text. I am going to poorly express the theories of Deborah Tannen, an anthropologist, to explain why we don't let you two talk about hardships of being a woman.
Here's a summary of what she claims (it's not a perfect description but it's interesting). It's soft science, so take from it what you will.
http://en.wikipedia.org/wiki/Difference_theory
My crappy summary:
Guy basic goal in conversation: prove I'm worth listening to.
In general, when a "typical" guy is sitting in a circle of people having a conversation, he tries to find a way to be part of the conversation. The guy who talks the most "wins". If everyone talks, no one wins. If a few people talk more, and are more interesting, they "win" while the others "lose." Hence why when you have a public conversation about something we don't experience (we can't win this one), we attempt to shift it to something we know (and can "win").
There is more to it though: guys get annoyed when "weak" speakers talk a lot. In my experience at least (many older brothers), there is a certain expected pecking order and hierarchy. Group meetings should be "won" by the most important/strongest speaker, so we expect that person to talk a lot. In civilized society, we won't beat someone (brothers will though) for ignoring the hierarchy, but we will get annoyed. The ranking isn't necessarily physical strength, so much as perceived worth in a given situation. E.g. If a huge ED tech was trying to talk when a tiny ED physician was around, I'd be annoyed as **** because the ED physician "should" be talking.
When a guy is with a tiny group of people he trusts, this tends to change. The fact that the guy trusts that group of people means he doesn't have to go for that "one-up" crap. So when a guy is hanging out with a girlfriend, who he obviously trusts, he is happy to be relatively quiet (she knows he's worthwhile, no need to talk). So his instinct is to keep the day under wraps, and simply hang out with the girlfriend and relax.
Girl basic goal in conversation (my understanding of this is poor): share personal experience and network based on similarities.
Girls in a group tend to try to make sure everyone gets an equal opportunity to share, and so meetings tend to be egalitarian. If everyone manages to communicate effectively, all people have won. If one person dominates the conversation, no one has really gained anything. So when we interrupt you two trying to have your say, it's annoying to you. We had our say, why can't we let you have yours? Everyone is losing when we interrupt you (my perception of the problem, not necessarily what you actually think).
Girl in a tiny group (like a romantic relationship) tells more stories and shares more to show what they have in common. They have the tightest network and relationship, can share the most and be stronger for it. When a girl feels like she knows all of a guys experiences/feelings, she feels they have a strong/good connection. Anything that undermines this makes them feel like they're unimportant (once again, disclaimer that I understand this is my perception, not reality).
Story time for application/amusement:
Girl in a relationship after long day with her boyfriend : this is the ultimate time to share, with the person you should have the most in common with (and who should trust and want to talk to most). So you talk about day, tell how you feel, etc.
Guy does not reciprocate (thinking the whole time "why the hell is she doing this, she knows I care about her and think she's awesome"). I'm with person I trust. Why should I talk? "my day was good."
Girl (thinking "that's it? I shared all this. He should share back! Does he not care? Does he really have nothing to say?")
Later, go over to friends house. Cue guy feeling need to do one up stuff in group. Guy tells funny story about his boss being a jerk that day. Girlfriend is annoyed. He should have shared that with her, because she is closer to him than them. Wtf is wrong with him?
Guy doesn't get it. He told a funny story, the group liked it. He won. Why is the girl mad? Why didn't she tell that story about the cool stuff at work to the group? She lost. Stupid girl.
Angry silence in car on ride home.
Fin.
So that's why we interrupt you, according to da batman.