Why do people who have no filter, get mad when someone refuses to listen to their unwarranted comment or advice?

I have noticed that with certain family members of mine and some people I know, some of them have no filter and they love to say whatever they want and proudly proclaim that they love to give criticism. Yet; if someone like myself refuses to listen to their criticism, they get bent out of shape and start yelling at how either myself or my generation can't take criticism all because I refuse to listen to their ranting and raving.

Why do people who have no filter, get mad when someone refuses to listen to their unwarranted comment or advice?
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