The book Wisdom of Crowds delves into this. Groups of people make more accurate decisions than individuals, for example. In other words, asking for help is scientifically proven to enhance the quality of the decisions we make.
Simon Sinek recounts what he learned when he realized that he couldn't do everything by himself. The revelations that got him to a moment that made it possible for him to learn are recognizable to us all:
1. I learned I wasn't good at everything
2. I didn't have the energy to do everything
3. I failed
I guess I learned these lessons the hard way, too. The challenge now is to continue asking for help when I need it and to help people I work with be more effective and make better decisions, too.