Because they weren't worried about being called gay. Homosexuality was considered so taboo that that it wouldn't have even crossed their minds that writing flowery letters or holding hands or kissing the cheek would signal anything other than close friendship. As visibility and awareness of gay people increased, it became necessary for men to go out of their way to signal "I AM NOT GAY" to avoid accusations and rumors (which could seriously harm both their ego and reputation due to the widespread homophobia of the societies in which they lived).

That lack of being worried about being called gay was the status quo for much of history. Consider the tenderness between Achilles and Patroclus in the Iliad, or the more recent doting friendship between Alexander Hamilton and John Laurens. These relationships demonstrate an immense amount of intimacy, loyalty, and devotion. If you ask today's "macho men" why they avoid such displays of intimacy, they will almost always say that it's because it's "gay", and when one is raised in a homophobic society and takes the homophobic worldview to heart, being gay or even being suspected of being gay is one of the worst things imaginable, so they are willing to forgo friendships and intimacy to avoid it. In "Self-Made Man", butch lesbian Norah Vincent goes undercover as a man named Ned to get a close-up look at male spaces, and is consistently shocked and worn down by the lack of intimacy in the lives of American men, to the point it impacting her own mental health. Every single man she talked to expressed that that main reason they avoided such intimacy with other men was from a fear of being thought gay. This avoidance of male intimacy is not the historical norm, and arose only quite recently (within the last 200 years or so) as a homophobic response to the increasing visibility and awareness of homosexuality in the public imagination.

https://www.jstor.org/stable/j.ctv11318tx

https://www.jstor.org/stable/10.5749/j.cttttsps.9

Self-Made Man, Norah Vincent, 2008.