Criticism is scary because:
Even with a very good structure, there are some costs to changing one's theories (effort. but the point is it's not automatic). And with an average structure and a load of hangups, for all sorts of topics, the costs are quite high.
Criticism is scary when you do not have confidence that you will be able to fix your theories (due to being attached to them).
Maybe it's easier to see the other way around: the reason criticism doesn't scare me is if some of my theories are bad, I will simply change them. So the criticism, even if it's true when given, won't be for very long. It's just a tool to become better.
Also, if I don't change my theories because I don't understand the criticism, I won't feel bad. I wouldn't even know if the criticism was true. But people with less confidence, who trust in appeals to authority, might have trouble with that situation.
Also, even if you are told some of your theories are bad, and the criticism makes sense to you, and you find yourself unable to change them (yet -- of course you always might figure it out later). It doesn't rationally follow that you must feel bad about this, or be coerced. But suffice it to say that's quite a common response today.
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