The problem with being wrong is that whenever I'm wrong, I feel like I'm right. And I feel just as right as I do when I really am right, only this time I'm wrong. Let's admit it, being right isn't a matter of evidence or proof or anything boring like that; it's a feeling, and a very nice feeling, too, a much better feeling than feeling wrong which feels pretty lousy.
Facts and evidence are mostly just a way of reminding me how right I am. There's nothing like the cozy glow of seeing something that confirms that I already knew, and saying to myself, "Uh-huh. I knew it. I was right."
People who point out I'm wrong aren't better than me, just ruder. How does it hurt them if I want to believe what I want to believe? It is very unpleasant to find out I'm wrong. That cozy feeling of being right goes away, and it makes me worry a little about all the other stuff I'm so sure about.
Fortunately, being wrong doesn't last. Almost immediately, I can go right back to being right again, with the added bonus of a pleasant feeling of condescension for all the people who thought the way I once did.