I had a manager like this, early in my career. I told him of a bad mistake that I'd made, and prepared to resign before he could fire me. In fact, I think I offered to. He said, quietly, "Can you back your ass out of it?"
"Yes, sir. Already have."
"Good. Did you learn from it?"
"Yes, sir."
"Good. Are you ever going to do THAT again?"
"Oh, no, never again!"
"Good. Then get back to work."
I knew what a good manager was, then. Probably judged the rest by that yardstick, from then on.
But sometimes we do need and want constructive criticism - maybe we should call it "course correction" - when we haven't backed our asses out of a mistake and are likely to do it again without guidance. It should always be delivered kindly, and made clear that it's not "condemnation." It's to help us improve. It takes more time to do that than to say "good job" when we really don't mean that. For some of us, too MUCH praise can feel...untrustworthy. But to deliver it in the same breath with some positive reinforcement, that's an art too few are good at. We see one side of the coin and forget the other. Heads or tails, not "a whole quarter." And that's bad, because then criticism ALWAYS feels like condemnation and when we're on the defensive, as you say, we don't respond well OR learn from the feedback.