1. If I've not done my job as a PM, then it's much better to figure it out earlier rather than later. If engineers struggle on without the right support from a PM (whether that's stories/requirements, oral clarification, ...) then that can slow things down or create worse outcomes. So I'd rather someone call out holes in my work at the earliest possible opportunity, then be polite so the problem can get larger.
2. In a high trust environment, people can take criticism of their work without taking it personally. It's hard to achieve this type of relationship (with specific people) or environment (with a group of people), but can make things much smoother.
3. I feel the job of the PM is to make the team successful through whatever means possible. Feedback/criticism directed at me is a valuable source of information to support that, whether or not I am the correct target.