Except that's not it. We have a whole generation of adults that can't handle rejection, can't handle difficulty, need emotional support peacocks on planes... because they were taught (repeatedly told the story, a.k.a. narrative) that they were special and would always win if they felt good enough about themselves.
In other words, we told stories that specifically set them up for disillusionment and disorder. Telling stories has been the way one generation prepares the next since the telling of stories began.
Oral tradition, religious texts, myth, legend, fables, fairy tales... all of these had purposes beyond entertainment. Don't go in the woods by yourself, it's dangerous. Don't swim in that river, it's dangerous. Don't be mean to other people, because you don't want to live in that society. Don't lie, because people won't believe you when you need them to.
We've always told these kinds of stories... until recently. The kids that did get these kinds of stories built the modern world. The kinds of kids that aren't getting these kinds of stories are the ones going on shooting sprees or rioting because they didn't get that raise or someone was mean to them on social media.
We do have evidence, it just isn't organized into a formal longitudinal study for you. Here's the thing. It is possible for people to discuss an idea and even draw conclusions of efficacy without a longitudinal study.