That's so true. Everyone's mileage will vary, and we all need to choose our battles.
This is why it's important for readers to not take all reviews to heart, even if they are constructive. If we got too bogged down in writing to satisfy every critic, we may end up sacrificing our own vision. A lot of people have gotten discouraged and stopped writing because they get too many reviews from well meaning critics with conflicting opinions on how to improve.
This is why, while I will always thank someone for an honest and constructive critique, if I get it before the book's final edit, there may be only a 50% chance I'll implement any suggestions. If I get it after the book is out, there's only a 50% chance I will keep suggestions in mind for future books, and a pretty big possibility that I might ignore said suggestions altogether.
Receiving critiques and having a tough enough hide to only take to heart what you and your story need is all part of professional or professional-quality writing. But it's not necessary to even read reviews. While my practice on thanking people for reviews is fairly normal, I won't even read reviews if I'm having a bad day.