Sensing that what they've learned wasn't enough, they may actually resent it. I suspect that the biggest reason for the alleged success of self-esteem building in some cases is because there are some people who are held back because they've lost touch with whatever is inside them that is worthy of respect. They are held back by depression, or by the self-ignorance of youth or of not having been tested by life. In those cases, a little self-esteem may be all they need to get them started. There are other people who suffer from much deeper problems.
Some people have a selfish or angry aversion to the sustained effort that builds self-respect.
They live in the moment, and care only about the experiences of the senses. For them, no amount of self-esteem will help. Criminals, for example, don't want to accomplish anything at all. They want to FEEL something. Whatever it is, they want the feeling to be strong and immediate.