I suspect that most people just aren't wired up that way - we have a natural tendency to want to follow leaders and what we seem to want most from leaders is certainty and confidence. Does it matter what leaders are certain and confident about - not really.
You've most likely trained yourself to value critical thinking in your leaders, most likely from an early enough age that you don't remember what it was like without it. Lots of people don't get this training or don't apply it in a fully general way.
There are other things I do remember having to train myself to do though, such as not make value judgments based on the language skill level of others. Rationally I have never cared where someone is from and if they are a native speaker or not, but emotionally that required some effort.
But even when people are trained in critical thinking, the part at the end of my comment about applying it in full generality is also critical. You have to be emotionally ready to apply it in cases where it produces unpleasant conclusions, not just for your job or when it helps dunk on your political opponents. Also difficult to impossible to teach at scale.