If we're arguing analogies, OK. Does your company ever have fire drills? What if the first sound of the alarm freaks someone out? What if people find it annoying/idiotic/morale reducing to walk down the fire stairs?
At some point you just say "look, we need to make sure our people are trained, if people think fire drills are stupid or upsetting, we have to take that hit because the alternative is worse."
The tradeoff here is an idiotic one.
You don't set your own building on fire in order to test fire safety.
You don't destroy company morale to test phishing security.
It's really that simple.