This was covered in some LW posts a while ago (which I cannot be arsed to look up and link); the paradigmatic example in those posts, I think, was a LWer who used to be a theist and have a theist girlfriend, but reading OB/LW stuff convinced him of the irrationality of God. Then his girlfriend left his hell-bound hide for greener pastures, and his life is in general poorer than when he started reading OB/LW and striving to be more rational.

The suggestion is that rationality/irrationality is like a U: you can be well-off as a bible-thumper, and well-off as a stone-cold Bayesian atheist, but the middle is unhappy.

Increases in rationality can sometimes lead with some regularity to decreasing knowledge or utility (hopefully only temporarily and in limited domains).