It's not that counter-intuitive, it's just a vague definition of "insecurity". When you praise someone for X, you show them that your admiration depends on your perception of X in them, they try to keep your perception of X alive, but avoiding things that would disprove X.
Instead of "admiration", let's say I give you $100 a day as long as you're "smart". Now, do you want to risk my perception by trying something new, or keep doing whatever you're good at?
It's still utility maximization, through and through.
I guess that by being told you're smart, it builds up high expectations within your own mind, leading to emotional distress when you fail to meet those expectations.