"A failure is a man who has blundered, but is not able to cash in on the experience." - Elbert Hubbard
When I was younger, I was very hesitant to record myself unless I sounded really good on a piece of music. I would then use the recording to refine my performance - the finishing touches if you will. This is a great use of a recording device but to limit it to only this scenario is borderline criminal and it was all only because of my ego.
Anyone that tells you they enjoy listening to a recording of themselves screwing up is a pathological liar. No one does, period. But great musicians are always efficient musicians. And great music educators are always efficient music educators. Identifying mistakes early in the process, whether in your band or in a passage you're learning, is by far the most efficient way to correct them.
"Failures do what is tension relieving, while winners do what is goal achieving."
- Dennis Waitley
The great band directors listen to recordings of their band's rehearsals when they sound great, when they sound horrible and everything in between. A great performer listens to countless attempts at a difficult passage and constantly checks in via recording themselves throughout the process.
We all need to be reminded to bury our egos, listen to recordings of our mistakes frequently and get to a better finished product sooner as a result.