Although self-esteem and self-confidence are sometimes used interchangeably or synonymous, they do not mean the same thing. Someone that has low self-esteem can have low self-confidence and vice versa, but not always.
The difference between self-esteem and self-confidence is that self-esteem is talking about the degree in which you value yourself. Self-confidence is the degree in which we value our ability or abilities.
So if you see someone making this error, correct them :).