I can see that to a lot of people here, not admiting ticklishness is somehow part of the play or even pride. I understand it's related to the dom/sub mindset. Probably it's because for many people tickle fetish and bdsm fetish mix up in a unique thing and tickling is only seen through a fetishist, and a sadomasochist perspective. But I don't think people in general see tickling directly as a form of domination or a "bad" thing. I mean, the ideia that "tickling is a torture!" is more of a "fun fact" and a popular joke. It's not psychological violence unless it is actually forced. So I think most people are embarassed about admiting simply because it's something intimate and personal. And also people simply deny being ticklish to discourage more tickling.
And I do believe men are less confortable about it.