Although he would likely argue in favour of being a realist, Squall is a pessimist.
His pessimistic nature stems from a childhood betrayal—what he believed to be a betrayal; what was, at the very least, a bitter disappointment—that wasn't resolved until over a decade later. He was young to experience loss, too young to deal with the confusion and pain bred from it. The singular experience twisted his judgement, placing a dark veil over all experiences to come.
(...Reality isn't so kind.
Everything doesn't work out the way you want it to.
That's why...) As long as you don't get your hopes up, you can take anything.
You feel less pain.
But what started out as an attitude change became something more. He began to employ his pessimism as a barrier that would prevent others from getting close. It effectively became a one-sided mirror: Squall could experience any thought and emotion he wished, and take note of the potential thoughts and emotions of others, if he wished, but no one would be able to look in.
Gradually, as a state of camaraderie emerges between himself and his team members, Squall's wants and needs begin to change, and the result is a bafflement on his end.
Selphie: ...Squall...being sensitive? That's weird. You're the last person I expected to cheer me up. I must really look depressed.
Squall: (What's so weird? I care just like everybody else. It's just that there are too many things that can't be helped. So why bother talking about everything.)
Squall had everyone fooled—even himself, in a way. For some reason he's surprised by Selphie's reaction, surprised that she, a close friend by this point, would think him uncaring, unfeeling. His next two statements—internally spoken, of course—sound more like denial than anything else. Has he forgotten what he'd originally set out to do, what he'd originally defined himself as being, or had he never truly realised what sort of image he was presenting to the masses? It seems he was completely unaware of his own constructed persona, had not anticipated certain reactions from certain people, had believed in exceptions that didn't really exist in reality.
Perhaps there is a point in talking about something, even if it can't be helped.