It's because there is a strong perception (at least in American culture) that g (or more specifically our best metric of it, IQ) should translate into accomplishment, productivity, or usefulness of some kind before you are allowed to brag about it. In my experience, most people report feeling a kind of disappointment or wastefulness when high-IQ people don't accomplish anything notable, so someone bragging about their IQ in a vacuum feels cringey.