Perhaps เกรงใจ comes from a longer phrase like เกรง(กลัวจะทำให้เสีย/ขัด/เคือง/...)ใจ.

In this case, we may use a phrase like (I'm/he's/she's/...) 'afraid to hurt/oppose/upset/... (you/her/him/...). And we may also say something like 'I feel that may hurt/go against/upset her/him/you' with soft/mellow tone ;-)

This is in a way how we show politeness, In another way, how we show weakness. In some cases, it may be a gesture of courtesy, In most cases, it is a way we lie to ourselves and other people, because most times we don't mean it. What we rather say is 'why don't you be more considerate and think about how I would feel.... ?'.

ไม่ต้องเกรงใจ ...do what you like/make yourself at home/be frank/tell the the truth/...;-)