As opposed to the workplace, where nobody is ever penalized for being wrong?
The reality is that performance is rewarded basically everywhere in life. Id argue that schools actually have some of the least penalties for being wrong compared to what happens in the real world.
Frankly, if an education system doesn’t teach people about the relationship between performance and grades/outcomes, they wouldn’t be prepared for the real world. I’ve seen this in a number of people fresh out of college who absolutely melt down the first time they encounter anything other than glowing feedback. Depending on the school systems you go through, it’s possible to get all the way through college without really experiencing anything other than passing grades and praise and infinite opportunities to try again with extra help. Once those people hit the real world and encounter consequences, it’s a painful learning experience.
In workplaces you can iterate to come to a correct solution with feedback from peers and supervisors. So it’s nothing like school tests where you have to get everything correct the first time you swing.
I'm sure this is a part of why this fear exists. Middle Eastern countries are especially harsh in that sense imo: you're afraid of making mistakes or making your family "look bad"™.
Obviously it depends on the school and the teacher, but I don't think is is generally true. You get penalized for being wrong on a finished assignment (which can also happen at work), but it is not uncommon to have open classroom discussions where nobody is punished for asking questions or saying something wrong. This is the norm in my experience, I can't claim it's the norm everywhere but it doesn't seem unusual based on other people I know.
It's more, something in our DNA. Being confident and/or right many times increases or at least increased our chances of passing on more of our DNA. Hence there's more people with such DNA.
(my DNA will punish/praise me hormonally according to the amount of resulting downvotes/upvotes. Since I'm rather confident, i take my chances here. Also I'll try to apply the article's advice if I fail.)