I believe this lesson is designed for crisis situations where the wiser person taking the time to explain could be detrimental. For example, a soldier believes his commander is smarter than him and possesses more information than he does. The commander orders him to do something in an emergency situation that appears stupid from his perspective, but he does it anyway, because he chooses to trust his commander's judgement over his own.
Under normal circumstances, there is of course no reason why a subordinate shouldn't be encouraged to ask why they're doing something.
I'm not sure that's the real reason a soldier, or someone in a similar position, should obey their leader. In circumstances that rely on a group of individuals behaving coherently, it is often more important that they work together than that they work in the optimal way. That is, action is coordinated by assigning one person to make the decision. Even if this person is not the smartest or best informed in the situation, the results achieved by following orders are likely to be better than by each individual doing what they personally think is best.
In less ...
Another month, another rationality quotes thread. The rules are: