I’ve been accused of it before. I’m not really quiet, but I tend to view talking as something you do for its own sake, so I’m not likely to spout off a bunch of stuff just randomly. I’m also much more interested in talking about the person I’m dating than myself.
My real reason for this is that I think my life is boring, and the only interesting parts are kinda downers.
Also, I’m only told this by women who are attracted to me for other reasons. Being mysterious by itself doesn’t mean much of anything. In fact, it’s kinda creepy to some.
The big difference in shy and mysterious is that the former comes off as being scared to talk, while the latter comes off as wanting to entice you to learn more. Slightly vague answers are really good.