Um, yeah actually they do. You know why? Because *you* haven't even told me who 'they' is. So don't start getting into a hissy fit just because a member of a critique group you joined told you you were doing something wrong. Its unbecoming of a future bestseller and a friend, and I think we all know that.
I'm not saying everyone takes critiques badly, but I've seen my fair share in person and online, and really? It isn't pretty. It's worse in person, because there isn't the sense of anonymity and distance as on a critique website. You know these people, they become your friends, and they are READING your STUFFS. LOOKING for PROBLEMS.
You need people to be your professional editor, your reader, and a true friend, the kind who won't tell you "No, those jeans don't make you look fat" when your muffin top is epic. (Side Note: I ask the most no-nonsense mom for the truth, and they always give it to me.) Generally the people you trust to critique your work and be honest about it are friends, or at the very least good writers themselves.
And yet, you don't always get that with critique groups. There are people more and less advanced in the craft than you, all with different personalities. Codependents, Crusaders, Naive Novices, Overly Eager Beavers, and hopefully a few Wise Sages. I'm a novice, and so I know I still have a LOT to learn about my writing process, my craft, and how to make my work publishable. I am confident enough in myself and my work to be open to criticisms, so long as they're constructive.
But what do you do when a novice who's writing is so far below par than your own insists on telling you your work has all the problems hers does?