I suspect that Gul Dukat was treated in such a way that he never had to really learn coping skills to deal with his illness. Possibly his
Cardassians used genetic manipulation or other treatments the AU Cardassians would not permit. Another theory I saw, that I think might be right, is that Gul Dukat was only treated for depression, and his manic phases were never addressed. (And then, in "Sacrifice of Angels," it ALL hit him.) But even with the illness treated...I don't think Gul Dukat could withstand the strength of emotion AU Dukat has. So he sealed himself off so that people couldn't reach him.