Assuming the definitions of right and wrong are a given (and something we can discuss another time), I think the real question is to see how painful it is to admit wrongdoing. I suggest that it is painful, but to a varying degree, and that it is our perception of that pain and its relation to the magnitude of the wrongdoing, plus our perception of how severe the consequences are of both the admission of wrongdoing and the alternative of NOT admitting wrongdoing, that determines how hard it is to say you were wrong.
Personally, it is never easy. Never has been, never will be. But I do admit my wrongdoings as appropriate.