One such thing could be a conscious mind. You want to be rational and efficient, and you're offered a deal by a local neurosurgeon to reprogram your brain so that you become the perfect Bayesian that does everything to further your values. No acrasia, no bias blind spots, no hindrance at all. Only downside in the transformation process is that something that enables our conscious experiences(let it be something like self-reflection, or conflicts within the system) is lost. Wanna do it?

I'm well aware that people here might disagree if this would be possible even in principle, but as far as I know, it could be, so this could then work as an example of a huge sacrifice made for furthering rationality.

Edit: Also, it would seem to me that "eliminating anticipation" is a case of explaining away.