I can't say I always find that to be true for myself. There are truths that I wish weren't true, and when I find that I was merely being overly pessimistic, that's usually a good thing. Even though I want my beliefs to reflect reality, that doesn't stop me from sometimes wishing certain beliefs I have weren't true, even if I still think that they are. It's possible that being wrong can be a good thing in and of itself, completely separate from it being good to find out that you're wrong, if you're wrong.

Given that I am wrong, I would prefer being proven wrong to not being proven wrong.

Yours is probably the central case, but "prove me wrong" and "I hope I'm wrong" aren't unheard-of sentiments. For example, a doctor giving a grim diagnosis. I think this can only (?) happen when the (perceived) value on the object level outweighs concerns about ego.

Isn't all wrongness, from the perspective of the person to be proven wrong or not, of unknown status?