Yes, improving your social skills can be damned hard. But that’s irrelevant if you don’t even want to do it. First we need to convince people that self improvement is the solution, not isolation. Then we can talk about how.
Er... your theory is that "too shy/awkward to carry on a casual conversation with a woman" is something that some men prefer? That they could overcome it, but don't want to? That seems more likely to you than "they would like to overcome it, but haven't been able to"?
I’m not saying they’re happy with it, but prefer it over self improvement? You bet. People usually hate trying to change themselves.
You can want something yet fail to achieve it, that's fairly obvious, no? Compare: fat people who want to be not-fat.
Of course, the blatant counter-argument would be that those just don't want it enough; this entire train of thought seems rather damning to me.
I'm saying, if your social skills are so bad that you're risking your job by being social with women at work, you should make fixing that a top priority.
Also, in response to your first sentence, it's about relative risk.