I'm sure this is a personal thing, but I agree completely - and I think it's often self-imposed. It's only after leaving academia that I can accept that successfully completing my PhD wasn't a failure, or tantamount to admission that it was a mistake.

On PhD programmes you're often dealing with people have been conditioned from an early age to view themselves as defined by effortless academic success - finding something hard, or accepting that there are interesting challenges outside academia can be very difficult.