Usually it leads to a short and interesting conversation, either about their answer, or about change mindset in the meta level. Sometimes there are people who refuse to answer, evade, or give an answer that blames someone else for something. This is a big red flag.
You can’t learn if you think you know everything. If you never change your mind, you’re not learning and growing.
If someone told me they never make mistakes I would take it as a joke at first. If they insisted like the person in the post, the interview would end shortly.