Why do people say you have to respect other opinions?

I think you are confusing opinions with facts. There is no such thing as a "right" opinion or one that better than another. True, some opinions are more well formed, but that doesn't change the fact that it is only an opinion. By definition, an opinion is exactly that, a closely held belief, that while based on fact(s), is really only an unproven conclusion. As Senator Moynihan famously pointed out, everyone is entitled to their own opinions, but not their own facts.