Broken capillaries (capillary fragility) occurs when the micro circulatory vessels become weak or delicate causing bleeding, broken capillaries and bruising. The capillaries are the transport vehicles of circulation, red blood cells and oxygen to the tissues.roken capillaries (capillary fragility) occurs when the micro circulatory vessels become weak or delicate causing bleeding, broken capillaries and bruising. The capillaries are the transport vehicles of circulation, red blood cells and oxygen to the tissues.