It's tricky... asking for help and showing emotions often can seem like a hero character... can't handle things. Therefore making him (or her) less of a hero, incapable of overcoming a challenge or accomplishing a task, and more of a... I don't know, a coordinator? Which is not necessarily a bad thing, especially in a military fantasy, where rigid structures and hierarchies should be maintained, but tend to go out the window in a more classical hero story/ myth. Oh, heroes in those tales get help, show uncertainty, and occasionally get a chance to be normal people, sure they do, but often they don't have to ask for help - it's offered, or earned in an exchange.
Again, this isn't always the case, but in escapism, when reality isn't necessarily as important as wish fulfillment or fantasy role play, having to engage in such real life conventions as asking for help or reacting in human fashion to awesome/horrific occasions can ground the vibe. It can make the character seem less ideal.
However, in light of the statistics, if boys are more influenced by games than other media, then maybe getting across some real world conventions and problem-solving skills might not be a bad idea.
Just my thoughts!