The girls are supposed to express "struggle" even if they really want to be with the man.It typically involves a "kidnapping" that is set up between the the 2 families.
It's messed up & opens all sorts of unwanted possibilities - But it's deeply rooted into their culture.
Some women act upset because they're expected to do so, but some of them are really upset and even kill themselves after such a kidnapping because it's real and there's a lot of pressure so they can't reject and become very unhappy.
Here's a very informative documentary about bride kidnapping in Kyrgyzstan: