More than anything else, they just want to be like everyone else. They don't want to look unusual or special in any way. Also, they are afraid that other kids will notice and that those kids may say something mean or call them names because of their problems with learning. This can be scary. Nobody likes to feel embarrassed.
Nobody likes to get called names.
But if you need help, you need help. It doesn't make sense to refuse help because it's too embarrassing. If you don't get help, you'll get even further behind in school. Sooner or later, when you're extremely far behind, other kids will notice that. Then, they might insult you anyway.