Why do (some) people stubbornly hold on to beliefs that they must know cannot be correct, or true?

Why do (some) people stubbornly hold on to beliefs that they must know cannot be correct, or true?

If I'm wrong about something, I won't have a meltdown when I eventually come to realise the mistake I've made; in fact, just the opposite. I'll be grateful to be able to abandon a belief that turned out to be false. After all, "the truth shall set you free" (G. John, 8:32).

Why do (some) people stubbornly hold on to beliefs that they must know cannot be correct, or true?
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