Why train students for "I don't know"?

If someone wants your opinion about something you are not confident about, what would you say?

If you think the answer is "I don't know"... you would be right.

However, that's not what our usual response is to the questions to which we don't know. At least, that's what the mountain of research evidence says.

In an experiment, 75% of the children and 25% of the adults said "Yes" or "No" to the questions to which there was no answer i.e. the expected answer was "I don't know".

It's important to encourage students to say "I don't know" as the answer to questions which they are not sure about. Saying "I don't know" gives us the opportunity to recognize our limitations and motivates to know what we don't. 

“He who asks a question is a fool for five minutes; he who does not ask a question remains a fool forever” - Chinese Proverb

At present, the concept of "I don't know" is not in the curriculum. We get only two options - True / False.

The first time I encountered "I don't know" questions in an education setting was while preparing for Logical reasoning module for a competitive exam. What I noticed with my peers is that the concept of having insufficient information in a question was just so foreign to them that they just wouldn't mark it as the correct answer. By the time you prepare for such exams after 20 years of indoctrination in school, it's already too late. 

Given that in personal and professional lives, we rarely have all the information we need to make the decision, schools do a very bad job of preparing us. It would be nice to see a little more of the insufficient information question in academics as well.  

I say "I don't know" all the time, even to the students I teach. This has a couple of advantages:

1. We learn together
2. It makes me less pretentious
3. Students trust me to know the things I say I know. 
4. They understand that it's OK to not know something as long as you are capable and willing to learn it.

What do you think about saying "I don't know!!"?