People are close minded because to change your mind means you will have to change your actions in order to remain authentic. That's more responsibility than some people want.
Throughout our education, both in and out of school, we are trained to think of being "right" as good and being "wrong" as bad. We are also trained to believe that there is one "right" answer or way, and that everything else is wrong. After all, isn't that the essence of a multiple choice exam. Or, for that matter, writing an exam essay in a way that pleases the teacher, instead of expressing one's true beliefs and understanding. So, in addition to other reasons, since we all want to be "good" we have a strong motivation to deny being wrong, that is, "bad." The problem with this closed mind approach is that it is simplistic, leads to idealogical rigidity, and suppresses further inquiry (when you know the answer why investigate further?). Admitting to being wrong or not knowing an answer is a sign not only of an honest person, but, also, a truly confident scholar.