There's rote learning, and there's demonstration and application. In my youth, it was harder to see that Picard was in part talking to himself in this scene: trying to tell Data that there’s courage in remaining dignified in spite of deep internal struggles. As opposed to suppressing emotions, or compartmentalizing, the acknowledgement a struggle and keep going onwards is just as much an emotional experience as giving up and hiding with the struggle.

As much as Data could access the rote knowledge of every psychological text in the Federation to help handle emotions, he was left without much hands-on practice that wasn't guided by someone trying to manipulate him. Picard has been his role model in that sense.