I would argue that Robert Ross was a traumatized young man at the beginning of this book, and his identity developed through further instances of trauma that he experienced. Never in his relatively short life does Robert appear to enjoy any kind of stability or normality. Tellingly, this book is called The Wars and not The War, which tells us that there was more than one battle being fought by our protagonist.
At the start, Robert is a young man broken by his sister's death. He had a close relationship with his sister, and he feels tremendous guilt over not preventing her accident.
From there, Robert heads into war and gets to know Harris, who is in charge of looking after the horses. When one of the horses breaks its leg, Robert has to shoot it, which would naturally bring up all the trauma he felt when his sister died. To make matters worse, Harry dies, and Richard scatters his ashes in the River Thames. Death has now touched Robert's life profoundly three times.
Robert witnesses many more deaths as the war goes on, as well as his mother's descent into alcoholism. Over and above all this trauma, Robert gets raped. This compounded trauma ultimately leads to his death.
I would imagine that the reason Robert safeguards his privacy so fiercely is an unwillingness or inability to speak about everything that he has endured. It seemed to be his urge to protect the train full of horses which forces him to be exposed.