Marilyn vos Savant:
Because people get freaked out at the notion of being wrong about anything. It makes them feel insecure. If you can be wrong about this or that, what about all the other stuff that you think you know?
And the more important the subject, the more unnerving the emotion. It’s not too scary to be incorrect about a math concept, but how about the car you bought? Or the doctor you chose?
Your question goes to the heart of much unsound thinking.
Then, after we leave school, we tend to head down one of two roads: 1) We close our minds to new or different information while becoming more and more sure of ourselves as we get older; or 2) we watch, listen, and continue to learn as we get older. The second road has way more bumps and curves, but it's also the path to wisdom.