Samira beat me to it.
But I think it also had to do with "legal" marriages being the preserve of the upper, landowning, class way back in the past. Engagements and marriages always had a property swap associated with them, whether of land or of goods, not jut between the bride and groom, but between the bride's family and the groom's family.
The engagement was a legal commitment to the marriage. The marriage would only not go forward if an "impediment" was discovered. So if it didn't go forward, it meant there was a significant scandal or slur attached to either the man or the woman.
It would have to be something serious, like discovering a criminal history, or immoral behaviour that would make one a social outcast. In the absence of these, you couldn't break off an engagement just because you didn't like your fiance's personality, without incurring a large financial penalty, since your fiance's family was counting on receiving property from your family.
So for quite a while historically, if an engagement broke up, with no payout of property from the jilting person to the jilted person's family, there was a social assumption that there was something nasty and wrong about the jilted person, who would then become an outcast, at least among the more morally pure of their social peers.
Hence the situation in historical romances, where morally superior men, wanting to break up with someone they are engaged to, heroically and "nobly" offer for the lady to "be the one to break up with him, in order that the slur shall not attach to her name." (He offers to take the social fall, so that he doesn't have to paying out a financial penalty.)
Edited, Jul 27th 2008 2:19am by Aripyanfar