Culturally and socially, we are conditioned to provide quick, confident answers as a sign of competence and leadership. As a result, there is considerable fear and shame around admitting that we don't know something.
For example, think back to when you were in school. If a teacher called on you for an answer, "I don't know" was not the answer they wanted or expected to hear. And often, it would elicit snickers from classmates.
In our careers, admitting we don't know something to our manager or clients makes us feel inept, inadequate, and uncomfortable.