One of the reasons that you shouldn't "point out something wrong the moment you see it" is because there might be multiple candidates for the "wrong" thing that needs to be addressed, and addressing any of them is enough to make the system as a whole "not wrong" (or at least, less wrong).
If a colleague says something that sounds immediately wrong, try to let them finish what they're saying and try to figure out why it doesn't immediately seem wrong in their own eyes - it might be that what they're saying is only wrong in the context of a larger system, and the colleague simply has a different understanding of the larger system from you, which causes them to not immediately think that it's wrong. Sometimes the "actually wrong" thing might be somewhere else in the system, and if your colleague hadn't been allowed to finish their thought, no one would have realized where the "actually wrong" thing is!