I think part of it is that most users at some point encounter an error message that is just straight up wrong. For example, a login page that says "wrong password" when in reality the user is typing EXACTLY what they typed on account creation, but the site silently truncated the password. Even one such frustrating experience is enough to teach many users that as soon as they see any error message, they should stop trusting anything the system tells them, including the error message. It's extremely difficult to rebuild user trust after this sort of UX contract violation, particularly because less technical users don't mentally differentiate separate computer systems. All the systems are just "the computer."

Also arguably the users are kind of right. An error indicates that a program has violated its invariants, which may lead to undefined behavior. Any output from a program after entering the realm of undefined behavior SHOULD be mistrusted, including error messages.