The same behavior can be inspired by two different sources in two different people, so why is it that you think Darcy's behavior is caused by shyness rather than haughtiness?

It seems to me that such evidence as we have suggests that Darcy's behavior is better explained by haughtiness rather than shyness.

Darcy may not like to dance with a woman unless his is acquainted with her (not an unusual stance for a man who dislikes small talk), but one reason that he rejects Lizzy specifically is that she is not good enough for him, and he doesn't mind saying so potentially within her hearing.

The narrator comes out and tells us that Darcy is haughty, not that he appears haughty.

The reason the narrator gives us in Chapter 4 for Darcy's behavior at the Assembly is that he found the locals unattractive, unfashionable, and (without having met most of them) uninteresting. That's why he didn't want to meet them. The narrator gives us no indication that shyness had anything to do with it.

What makes you think that Darcy's arrogance melts once he gets acquainted with Lizzy?

It seems to me that not only does it not melt, we get more evidence of it. It is due to Lizzy's inferior connections that he resists his feelings for her, and once he can no longer resist those feelings, he tells her that she is inferior and it is a degredation to marry her.

There is no evidence, once he gets to know Lizzy, that shyness is influencing Darcy's behavior. The last day of Lizzy's stay at Netherfield, it is the desire to hide his feelings that keeps him quiet in her presence, not shyness. (His behavior with her in the first days of her visit is far from shy.) His acting like it is a penance to be at Rosings seems better explained by the struggle against his feelings than by shyness (though we are not given a window into his mind at that point).