It's not so much that I "shy away from it" as that it completely fails to describe who and what I am as a heathen, and arises from a completely different culture. Two different cultures, actually.
"Pagan" is a Latin word meaning "country dweller," used derisively by the converted Romans to describe rural people still clinging to their old gods, festivals, and customs.
"Neopagan" is a modern, and thoroughly accurate term, since there is NO unbroken line of continuance, and generally precious little resemblance, between what pagans in the Mediterranean did 1200+ years ago and what Wicca and its non-initiatory cousins do NOW. Wishful thinking and make-believe notwithstanding!
"Heathen," on the other hand, was used by Bede and others to refer *specifically* to Northern European followers of the Norse and Germanic pantheons; it translates to "dwellers on the heath," which means, on the face of it, roughly the same thing as pagan and was frequently applied to the same sorts of Folk and for the same reason . . . but it is a *Germanic* word, from OUR language, not a Roman epithet.
We don't have a truly unbroken tradition either, although much of what heathenry is *other* than the ritual worship of the Elder Kin survives to this day in rural Scandinavia, but we *do* have long memories, you see, and are not fond of things from Rome. For good reason. *G*