I agree that there is at least a perception of the Appalachian/rural/"mountain" reticence or tendency towards privacy.

Having grown up in Kentucky - with family hailing from the more rural parts of the state - and having worked in other locations and with people who moved here from other locations, I have found that many people in the US outside this region tend to be more forward and/or direct in their dealings with strangers. Of course, I also tend to be a bit more reserved and polite (some would say shy and introverted) that some people I've met.

As has been hinted at, perhaps it is due to the Scots/Irish influence, perhaps it's the Southern 'genteel' manners, perhaps a combination of factors, including a slight distrust of outsiders. Who can say for certain?