Some people will uphold a belief even if proven wrong "...because of the uncomfortable feeling that comes from investing in something or believing in something that turns out to be wrong. Because people prefer to think of themselves as intelligent..."
Cognitive-dissonance is just one of many biases that work in our everyday lives. We don’t like to believe that we may be wrong, so we may limit our intake of new information or thinking about things in ways that don’t fit within our pre-existing beliefs. Psychologists call this “confirmation bias.” (Link) I see this often in religious faiths - the idea that to learn/read about another religious faith or theology/philosophy/scientific idea causes fear and so the person rejects learning and thus denies him or herself the opportunity to increase their knowledge and awareness.