Here's a fun mental exercise - on the one hand, we have the "everyone is lost but me" syndrome, where someone will charge off on a course of action, despite many many warnings about the perilous nature of his quest, until he runs smack dab into that windmill.
And yet we have "there is no such thing as a stupid question" - where even though everyone around you seems to know what's going on, and you see some flaw, the refrain is "it never hurts to ask the question."
How do we reconcile these? One the one hand, we say that charging off contrary to everyone's opinion is bad; but on the other hand questioning the course when everyone is charging off is good.
The issue is ego.
"Everyone is lost but me" isn't about one person heading in a direction that everyone else warns about; it's about believing that you are smarter than everyone else around you. I can cite two examples and a counter-example from, of all places, Hollywood:
Of course, there's an exception to all of this - there are times that you may be so sure in your vision that you decide to ride off despite the warnings of others. Many visionaries have changed the world this way. Sometimes it's still ego, but I think a large number of times what sets them apart isn't thinking "everyone else is lost but me" but rather "everyone else is looking for the path, but I think I can find a shortcut" - not doubting the intelligence of everyone else, but believing they've found insight into a new path.
A fine line to walk, to be sure.
And yet you'll sit in a room of people you know are smarter than you who are discussing a plan and settling onto the details when you're sure you've spotted a flaw in their plan. Is it ego to ask about it? Well, it may be ego to assert that you have found the flaw in their plan and their all stupid; but I think again - many folks who ask (or sadly, don't ask) that question aren't sure they're smarter than everyone else - often they just think they are the ones who have missed something.
Who was it that said "don't let your ego write checks your body can't cash..."?