I think it's more than that. It's a way of filtering people who can't handle the frustration of repeated failure and failing in spite of doing everything right. For elite soldiers like the SEALs, I can see how this would be valuable. There is a high risk of failure on their missions, as well as a high risk of capture, since they often operate behind enemy lines. The ability to handle persistent hardship without giving up could mean the difference between life and death.

I think the point was, that: Life is hard and often unfair. Get over it and keep working otherwise you will definetly fail.

>Sounds like the sugar cookie test is a way of filtering out people who won't blindly accept arbitrary rules from authority.

Quite a non sequitur there.

As mentioned during the speech, Adm. McRaven was describing his own SEAL training. Since SEALs are an elite branch of the US Navy, individuals have to explicitly volunteer to enter SEAL training, are screened to a very high standard, and are warned well in advance that the training is extremely taxing, both physically and mentally.