You asked for ideas on where the idea that if math problems aren't immediately solvable, then the teacher did not teach the correct prodedure for solution. I really don't KNOW where children get this idea, but I do have some suspicions.
1. It makes a good excuse and many - if not most - parents believe everything their children tell them about what goes on in a classroom. With the "The teacher didn't teach me how." complaint, the child is not responsible for homework or low grades.
2. Our mathematics curriculum emphasizes computation skills at most levels. I don't think that computation should be de-emphasized, just supplemented. Children do not balk at spending hours on a drawing and some math problems should require the same amount of time, thinking, planning. I think this is a good excuse for some involved computation also. Certainly division by 4 digit numbers is properly done on a calculator once a child understands the algorithm, but grinding through messy problems teaches perseverence and ESTIMATION skills. I once took a class of average eighth graders and taught them the square root algorithm. My reason for doing so was so that they would be able to do something that their more advanced classmates could not. Most were successful and very proud of themselves.
3. There is entirely too much emphasis on NOT making mistakes. Thus trying something unfamiliar is very risky and scary. Children will happily practice doing what they know and resist trying the unfamiliar. (As an experiment, assign an arithmetic review sheet to an upper-level class on a substitute day. I bet they will complete it and hand it in with little complaint.)
I really believe though that reason number 1 is probably the most accurate reason. Thinking is too much work. (Does anyone out there remember Maynard G. Krebs? Guess that dates me!)