​Photo by Jamie Squire/Getty ImagesArnold Palmer insisted that Phil Mickelson was absolutely right to play as aggressively as he has for the majority of his career, claiming that altering his approach could be more harmful. Mickelson is an incredibly divisive figure in the current game, particularly since deciding to leave the PGA Tour for LIV Golf. However, there is no question at all that few players have been more entertaining over the years than the left-hander.Obviously, Mickelson is one of the all-time greats, having won six majors. He was arguably Tiger Woods’ greatest rival, while no one has won a major championship at an older age than Mickelson.But many will argue that he should have won even more.Why Arnold Palmer was adamant Phil Mickelson should not change his approach to the gameMickelson seemed to almost relish the moments when he would hit a wayward drive. It gave him a golden opportunity to steal the show and pull off a shot that few would have even considered.Playing that way obviously comes with plenty of risks. Nevertheless, speaking to Golf Digest in 2011, Arnold Palmer suggested that he would never encourage Mickelson to be more conservative.“I’ve been asked many times if Phil Mickelson is too aggressive, and my answer has always been a firm ‘no’. There’s an element of risk with many of the shots Phil plays, but he has been rewarded more times than he’s been penalised. Moreover, being too cautious could make Phil play defensively, which in turn invites mental lapses and other mistakes. Let your personality determine what constitutes a reasonable risk, and go with your gut,” he said.Tom Watson and Jack Nicklaus were critical of Phil Mickelson following the 2006 US OpenPerhaps the most famous occasion in which Mickelson snatched defeat from the jaws of victory came during the final round of the 2006 US Open.He had been three over par for the week when he teed off on the 16th hole. However, he bogeyed the 16th and went on to make a double bogey on the 18th. Many will remember the wild drive Mickelson hit on the final hole, while he did not take his foot off the gas as he tried to salvage a par.And as revealed by Golf Channel in the days after he ended up finishing one shot behind Geoff Ogilvy, both Tom Watson and Jack Nicklaus had been critical of Mickelson’s approach to the last hole.“He had an easy option to get back into play? Really?” Watson said.“Put the ball in play. Go play golf,” Nicklaus replied.Watson added: “What are you playing for? You’re playing to win, not be a hero. The only person you have to beat is yourself – and he beat himself. It sounds like he beat himself because he didn’t play the percentage shot.’”Mickelson showed that he could adapt his game later on in his career, winning The Open Championship for the first time in 2013.Of course, the criticism in 2006 would not be the final time that Mickelson and Watson did not exactly see eye to eye.