As a (very part-time) therapist myself, this is an interesting discussion.
The concept of cognitive errors, also called thinking errors, is largely derived from the work of Aaron Beck, a psychotherapist who began his work largely in the field of depression, but subsequently worked on anxiety and marital troubles as well. However, the father of the concept is probably Albert Ellis, who developed a form of therapy called REBT (rational-emotive behavior therapy) that is the forerunner of modern cognitive therapies.
Beck noticed that many people who suffer from depression or anxiety tend to make errors in thinking. The “shoulds” that he referred to (also called “black-and-white thinking”) are not so much about moral issues - I’m not sure about Beck’s moral beliefs myself, so I won’t comment here - as on the assumptions we make about ourselves and others. They refer not so much to the rules we live by, as to an unnecessarily rigid and unrealistic interpretation of those rules.
A slightly facetious example: If I believe that my wife SHOULD show affection to me regularly, and that this entails that she SHOULD give me a cup of tea every evening when I get back from work, I would tend to feel angry or depressed if she didn’t do so, even if she had a good reason (such as being ill herself, or busy) for the omission.
On the other hand, if I believe that thou SHOULD not kill, I would certainly be justified in feeling angry or outraged about, say, abortion or female infanticide.
The difference between the two is that the first is a failure to grasp the shades of gray in an ordinary, day-to-day situation, whereas the latter is a moral rule that I (and many others!) live by. A good therapist is one who tries to help his or her clients with the first, but strictly respects the second and does not label it a “cognitive error”.
Of course, cognitive theory (like all human learning) does not exist in a vacuum - and if not applied with discernment and a moral compass, it can lead to relativism,
as can most other psychological theories. So the answer to your question is “If interpreted prudently, no: if interpreted imprudently, yes”.
