Good morning, Equestria. I have another new hypothesis.
When she was a little filly (even littler than y'all, CMC), she ran away to Manehattan to find her special talent. At another point in her life, she ran away to Dodge Junction because she couldn't win any prize money at a competition, one that she particularly considers herself to be really frickin' good at.
Could it be that Applejack has a history and/or a tendency to (literally) run away from her problems instead of facing them head-on?
Then again, when she does face her problems, she's pretty stubborn about it (see
Applebuck Season), but that's when she believes herself able to overcome it. On her own.
Maybe that's the thing. We already know Applejack has a tendency to try to push through life's struggles single-handedly (read: alone). But when she can't, she runs away with wounded pride and a head full of shame.
(I will admit that I may have a perception filter in effect, in that this is almost exactly like me, if you substitute "running away" with "being a shut-in who only mostly talks to people on the internet".)