What is a word for "cannot-be-wrong" attitude?
He is simply being obstinate:
stubbornly refusing to change one’s opinion or chosen course of action, despite attempts to persuade one to do so
... or obdurate:
stubbornly refusing to change one’s opinion or course of action
You can find similar words in a thesaurus.
That person is being "self-righteous" or might have a superiority complex.
Self-righteous: convinced of one's own righteousness especially in contrast with the actions and beliefs of others
I think the word is peremptory, which describes a person's attitude as definitive; leaving no opportunity for denial or refusal.