Probably because it used to be that being ostracized from our towns/clans/whathaveyou was basically a death sentence.
Getting criticized for something could potentially lead to the town/your family driving you out. Either through the people listening to the complaints deciding you weren’t ‘good’ for the town, or others dogpiling on with their own complaints, real or imagined.
You have to remember, there were bandits, wild animals, and deadly weather outside the protection of our small groups. And that’s assuming you got to survive the ostracizing in the first place.
The Bible gives a rather chilling example: if your kid is disobedient or troublesome, drag them to the front of the town and loudly criticize their behavior. Then, it is the moral imperative of the town to assist you in stoning your kid to death.
With things like that being a social norm, is it any wonder we developed a fear of criticism?