Criticism hurts, almost always. It offends us. And uninvited criticism offends us even more. Research from the field of psychology suggests strongly that virtually none of us receive criticism well.
The best leaders I know have exceptional depths of patience when dealing with critics and criticism. They work diligently (not always successfully) to NOT be offended when they feel the sting of criticism.
A fundamental premise of feeling the need to learn more (about ourselves, about the world) is the assumption that we don't know it all -- yet.
The surest path to new learning is critical thought. Critical thought means challenging assumptions, pushing boundaries, asking hard questions, testing "out there" hypotheses, and being willing to eventually conclude "I was wrong."
Wise leaders invite all those uncomfortable forays and discern quite intentionally what they learn from the data those edgy pursuits teach them.
Chorus: Leadership ain't for sissies.
*Worth noting is the sage advice of one of my lifelong mentors: "Everyone has an opinion. Everyone! I value most the informed opinions."