I asked a professor about this in a class on CBT - "Aren't we just replacing biases with other biases?" and she answered, "Well, I wouldn't want to get rid of all biases." It drove me crazy at the time, but now I think there's some merit to it. E.g. I think it's fine for parents to believe their baby is more wonderful than all other babies. That's part of how love works.

I think the false (or unproven) beliefs of the kind CBT encourages, like "I am a capable person who can X" have hardly any bad effects, and the expected benefits of these deviations from the evidence are worth it.