Rule governed behaviour can be insensitive to environmental contingencies.
In other words, if you are told that this way is better than that way you are likely to follow instructions, as that what we are taught to do. Even if the consequences of following those instructions provide evidence that this might not be the better way to do something we still do it because we are taught to follow the ‘rules’.
We can often ignore the evidence right infront of us because we want to see evidence to support our choice (and the rules). In those circumstances we may be looking only for evidence to support our choice rather than to help us be objective about our choice (confirmation bias).