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Counterexamples are clarifying. For everyone condition in a proof, it's really handy to have a maximally simple, memorable counterexample that makes it fail because it violates that condition. Mathematicians tend to walk around with a bestiary of counterexamples in their heads. It also makes it really easy to recover a theorem because you try to sketch out the statement, and the spiky, memorable counterexamples jump out of your memory and you add conditions to constrain the domain away from them.

There are pedagogical books (CF. 'Counterexamples in Topology', 'Counterexamples in Analysis') that teach the nuances of subjects through counterexamples. They're popular as it's sometimes easier to learn details from a pathology or degenerate example than from just learning what is intended.

I am sure finding holes in existing proofs is what counts as "another little annoying detail". Some people are probably relieved when they have failed to prove a hypothesis and someone finds a counterexample.