Masculinity is often associated with maturity and superiority. To be the only one in a group would make one feel alone and vulnerable and being the last in a group would make one feel inferior. I could give a much more detailed answer but I think it's a simple enough answer to understand without drawn out facts.
When females hit maturation at a young age, it can outcast them. They are out casted because they, either, develop breast, and started their periods earlier than other girls. It is human nature to fit in with "the group", and girls who hit it too early aren't in the norm. It can lead to them being bullied, and then depressed.
Now for boys, maturation shows masculinity ( as previously stated in the last answer). When boys are late for maturation, people view them as feminine, and scrawny. This causes them to get bullied, and eventually become depressed, because they don't fit into a societal normal.
Hitting maturation too late are too early can set you apart from the crowd and then lead to getting bullied, causing them to become depressed.
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