I agree that most of the time, advice is lost. But I don't think it's because people don't get the importance of the advice, but rather because they don't recognize when the advice could have applied in the heat of the moment (even for advice that's not about split-second decision, during the time frame when it could have applied, we just don't realized it).
I remember knowing about "don't let your emotion control your action, especially when you're angry". I don't think anyone would disagree or disregard the advice, the problem is that when we're feeling angry, we don't necessary think we're angry, we just feel being right. Since I've realized that, I've to stop myself whenever I'm feeling strongly right about something, not when I'm feeling angry (though they are really the same emotion most of the time).
In a sense, it's actually not that surprising, since advice is given from a perspective of an third person outsider: I'm seeing you doing Y given the circumstances X, so I'm giving you the advice of not doing Y when X happens. But from my someone who X happens to, it's really Z to them from their perspectives, and so they don't recognize it as X. That applies even if you're looking back at your action in the past too.
Introspection is really hard.