I think most people have trouble handling criticism of any kind. However carefully it's done, it usually stings. And there's often a power dimension to it - basically somebody's telling you that you need to change your behaviour, though objectively all we really know is that somebody has a problem with something you're doing or not doing. It could be just as good a solution for them to change their attitude to you, but there they are telling you that such and such is just not acceptable and that you must mend your ways.
One way out of that dilemma is to measure right and wrong in emotional terms - if my behaviour annoys somebody a great deal, then that in itself might be enough reason for me to change it. But naturally it's important to track the frequency of these events and to make reasonably sure that no individual ends up giving all the criticism and getting all the adjustments.
I guess for me criticism is just one of a number of ways of making demands on a person. I try not to do it, and instead I try to just spell out what I want from people, without worrying too much about what the average person would want or what's generally considered to be fair - naturally that kind of comparison can be useful in persuading somebody to toe my preferred line, but ultimately what people want is what it is, however unusual - the only thing left to determine is whether or not the recipient wants to give it. I think it's better to just ask rather than to criticise, though obviously if somebody's really taking you for a ride, there will come a point when you're too angry to do it the nice way, and in that situation it often pays to forget the politically correct pussyfooting and just rail at them.