This is true only in a test situation and untrue in every other situation in school. In lecture, in office hours, and when doing homework, if you don't understand something and just let it slip by, chances are you're just going to get more and more lost, whereas if you ask for an explanation, you're more likely to keep up, learn more, and do better on everything you're graded on going forwards.

I see this more as a criticism of test-driven undergraduate academia than as a counterpoint to the idea that people should be more forthcoming with admitting when they don't know something.