In any skill, people can fall prey to cults of myth and mysticism as they merit based on adherence to orthodoxy rather than suitability. Programming is no different and sometimes it's hard to hear anybody think over the mooing of all the sacred cows.
I agree that measurements & hard-data are preferable to guesswork, but it takes time and energy to gather these measurements and hard-data as well. For minor decisions where the alternative proposal is very slightly more complex, but there's a very compelling reason to assume order-of-magnitude performance improvements, I would argue that gathering data is a waste of time.
But the way too common situation is that you look at a program under development and tell people "no way, that list will be too large to keep searching, you should design it around a hash set", and people reply something about premature optimization and keep going, then it gets released and is too slow to use so you get to rewrite all their code under pressure.