Furthermore, fear of failure is a big problem in agile teams. It occurred in 17 of 17 organizations surveyed in People over Process (PDF) by Conboy et al. in the July/August 2011 IEEE Software. [One of the best such survey articles I've seen by the way. Seek it out for that and the other 8 challenges they discovered.]
But I don't think seeing the learning benefits addresses the real problem. The big negatives of being wrong are social -- embarrassment, loss of face, loss of future ability to influence decisions, etc. The individual cognitive gains of learning from failure are swamped by the perceived social costs.
That's why to enable learning from failure in my courses, I have most learning occur in private extended homework activities and one-on-one in-depth critiquing exchanges.
Getting team members to embrace individual failure without negative consequences is really hard. If only we could get developer teams to emulate improv groups. In a profile in the Northwestern alumni magazine, Stephen Colbert described the event that clinched for him why he wanted to work in comedy and improv, not serious theater.
I saw someone fail onstage — terribly, massively fail onstage,” Colbert recalls. “And we backstage laughed so hard at this woman’s failure, and our laughter was so joyful and not derisive. I remember turning to a friend of mine, Dave Razowsky, and we threw our arms out wide and hugged each other in laughter and literally fell to the ground in each other’s arms over the joy of that failure.