It's about "investment": People spend a lot of time, consciously on purpose or implicitly as a matter of consequence, on making up their plans & preferences.
They've been building up mental velocity to whatever they're going to do.
When you give them a contradictory opinion or advice, you're asking them to discard that investment and abruptly switch directions.
Instead of asking them to drive off their mental road and into the dirt or turn around, offer them something akin to a rail track that they can gradually/subtly switch onto.
Figure out the right "prompt" for them :)
To put it a bit more succinctly - the sunk cost fallacy.
I gave an advice to my friend who is doing a startup. I told him it probably won't work out. But we continue with our own line of thinking because the outcome totally depends on reality. Also, my friend can tack on lot of ifs later on (if only this and this and this had happened, I would be successful) to "prove" himself right. It might be possible that with no decisive outcome favoured by reality, we would both continue to be right in our heads.