There are 3 possible sequences of actions:

1. exit at the first intersection
2. continue at the first intersection, exit at the second intersection
3. continue at the first intersection, continue at the third intersection

The payoffs are such that sequence 2 is the best available, but, having complete knowledge of your decision and no knowledge of which intersection you are at makes sequence 2 impossible. By sacrificing that knowledge, you make available the best sequence, though you can no longer be sure you will take it. In this case, the possibility of performing the best sequence is more valuable than full knowledge of which sequence you actually perform.