If anyone offers you advice, the last thing you should do is ignore it. There are way too many people in this game that become very rude when corrected on their rotation, and I really don't know why. I guess maybe these players think that others are policing them or constantly watching them, but these are things you just notice by default out of having correctly played their class yourself. In a 4 person dungeon, it is also incredibly easy to tell when someone isn't pulling their weight. It's nice if someone that gives you advice does it in a polite way, but even if they're rude (I'm not condoning being rude), the corrections they give you do not lose their credibility, and you should incorporate them in your play style. The learning process never ends, and like SarcasmMisser said, the moment you think you know everything is when you stop getting better (and you can ALWAYS get better).
The "don't tell me how to play" and "this isn't hardcore endgame" responses are very problematic because preparation for the hardest fights in the game start at level 1. Good players don't have an on and off switch, they play their best all the time because once you get used to it, it becomes second nature, and if everyone always pushed their class to the best of their abilities, the game would be much more enjoyable. I think that a reason why so many players don't try so hard is because of this game's difficulty curve. Getting to level 50 is a joke, FATEs teach you nothing about your class, and many endgame fights are too easy, so maybe some players shrug off constructive criticism because as long as you win, it doesn't matter to them, but once they hit Titan EX and T5, things get real.
I feel like I may have gone a little off-topic there, but if someone offers you advice, please take it. Playing your best and finding a purpose for all your skills may seem like a drag at first, but it becomes effortless very fast.