Jerry has to be right. It's that simple. He wants to win but it has to be on his terms. It has to be with him sitting out FA. It has to be with him just building through the draft. It has to be with him picking/approving all the coaches. It has to be on his terms.
Jerry doesn't just want the Cowboys to win. He wants Jerry to win. He wants people gushing over him and his decisions.
Which is why he loathes to admit a mistake. Because any concession or change (say they suddenly spend in FA or they hire a coach that demands more control) is an implication that Jerry shouldn't get the praise but rather other people. If they have success when Jerry does something outside his comfort zone, he views it as him potentially not getting the credit he deserves. He'd rather be right than actually win.
And the curtains is just a small snapshot into that thinking. They use curtains for every other event to block the sun. However, Jerry stubbornly dug in years ago when the issue was raised and putting up curtains would be him admitting he was wrong all this time. He has to be right, he cannot admit a mistake even to the detriment of his own team. And until that type of thinking changes, this franchise is going nowhere. And if Stephen has the same impulses as his dad, the same desire to be right over winning, then this franchise is cooked for another two decades or as long as Stephen runs the show.