Why do girls give strong, obvious indications of interest and then act rude/make you feel stupid when you approach, and how do you deal with this?

This has happened to myself and countless others many times, this is generally what most men experience the majority of time they cold approach.

The problem is, it is not truly cold approach. In a grocery store or the mall with zero eye contact or prior chemistry through body language, that is cold.

In a bar, party or other social environment, if a girl is making a noticeable effort to get your attention, make sure you see her checking you out, smiling making eye contact and even getting near you.

But the second you finally work up the courage to approach she goes cold, and often acts like you have no right to be approaching her? Really annoying and old.