I do not consider myself intelligent for much the same reasons you provided in your question.
I have found five ways to stop learning:
1 Choose a belief
2 Draw a conclusion
3 Form an opinion
4 Pass/make a judgment
5 ignore my ignorance
Most people I have come across that do these 5 things often consider themselves intelligent. Though I guess it should be said that most people think themselves intelligent, and most people do these five things, so the causal relation is up for debate :) And more often than not, it appears to me they can learn very little, because of their gathering of evidence to support and defend said judgments, opinions, beliefs, etc.
I do not want to stop learning and discovering truth, so I do not want to be like these people. If they are indeed intelligent, I much prefer to know that I am stupid and have a long ways to go. Amongst my friends, being called intelligent is a slight :)
My father and I once had a discussion about religion (his christianity versus my… nothing, maybe taoism). I pointed this concept out as best I could, that he chose a reality from options instead of continuing to try and find the truth. He said he has no intentions of spending the rest of his life doubting everything, so on and so forth, but in so saying, he also said that he had chosen a belief system that he would consider true, and would not pursue learning other systems, truths, perspectives, etc. It blows my mind that he chose to not learn in favor of having an immediate answer that satisfies, but could just as well be inaccurate. He chose a reality instead of continuing to discover ours! Later I learned why people might do this, many reasons why they might do this actually. I only add this for insight.
He later came to me explaining that holistic theories, perspectives, religions, (pick a word) do not allow for free will. This was a fantastic example of how once one chooses, they tend to only gather information that supports their own chosen concepts. They only get emails that further support their realities, because they surround themselves with like minds. They only read books that agree with their way of thinking. My father would never even consider reading Dawkins: The God Delusion. I tried to explain how taoism is far from opposed to free will. I don’t recall if he understood it or not.