When they don't go out and experience rejection:
Perhaps you are new to the game, or maybe you’ve been out of it for a long while, due to a long-term relationship or marriage. Either way, even if you’re the world’s most insecure guy, the chances are you will overestimate your SMV (sexual market value) – by five points.

Yes, that’s right. Most guys new to game think they are a whole five points higher than the women they approach rate them.... It is only by going out into the real world, approaching real-life women, hitting on them (and making it obvious that you’re doing so) that you will get feedback that is worth anything.

And the chances are, unless you’re a natural, that feedback is going to say ‘sorry, you’re not good enough.’
Rejection stings everyone. It hurts, initially. But like working out, you soon adapt to the pain and the results soon make that initial pain worthwhile.

No pain, no gain is as true of Game as it is of the gym. Go out. Fail. Fail faster. Because, as Aerosmith pointed out several decades ago, you've got to lose to know how to win.

If you think about it, the reason men overestimate their SMV is the same reason women overestimate it: lack of rejection.