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I think social pressure and wanting to avoid awkwardness plays a big part. So a guy gets more leeway to make mistakes. In cold approach, a girl has no consequences for ignoring you or blowing you off. If she is a friend of a friend, or someone you work with, if she blows you off or flakes she has to go through awkward situations whenever she sees you. For eg, you meet a girl at a bar (cold approach) and go on a so so date. When you go for the second, she thinks well it was ok but not great so she ignores or flakes. You never get a chance to game her again. Game over. However, if you meet a girl at work and you go on a so so date, she knows that if she ignores you or flakes, you're gonna be seeing each other = awkward. So instead of flaking she continues to see you and you get an oppurtunity to win her over.
Let's turn things around. Cold approach invites you to to "play the game" completely wrong (and the feedback on when you do it wrong is when you get rejected), since you can get away with it. Warm approach on the other hand forces you to play it right. How about that view?