Where's the evidence that they do? And how would we determine which schools/teachers/courses do this effectively, and which don't?
It's not unusual that people who are taught to think less critically believe that they are thinking more critically (conspiracy theorists are a good example of this, as are most ideologues). So let's consider another possibility - perhaps colleges teach students to think less critically, but to believe that they are thinking more critically. It's worth at least considering whether or not this is the case, instead of simply assuming it's not.
I often see a lot of comments assuming that colleges teach critical thinking, but I rarely see much critical thinking applied to that assumption.