Jack is so used to being wounded by people he opens up to that it's almost natural at this point to shield himself from further pain. It's also why he has such a dominant, aggressive front to his personality--either he drives somebody away before they can hurt him, or he sucks them in like a moth to flame and keeps them dancing about him. When he does let somebody in, however, it's for good.

Compare Jack's body language around Martha to his body language around Gwen. Martha has unfettered access to Jack's personal space. Gwen is only allowed into Jack's space with his permission.