I think it's part concentration and part conditioning.
Guys masturbate. A lot. We have to lest our head explodes
Because we learn at such a young age and because there is a little bit of embarassment and shame in the act we learn to do it quietly. Do it in the shower; can't let 'em know what I'm doing. Do it in bed at night; can't let 'em know what I'm doing. et cetera et cetera.
I think that habit of just being quiet carries over when we start having sex. Mix that in with fierce concentration and it's a wonder we relax enough to get anything done at all.