Perhaps a more fundamental question is, why do you want to be "rational"? Where rational means, as Eliezer suggests, less wrong, more right(!), more accurate in your beliefs.

It seems obvious that there are practical advantages to being more accurate on many issues. Choosing what route to drive to work, deciding whether to bring an umbrella, wondering if you should ask so-and-so out, you want to get it right.

OTOH there are well established situations and circumstances where you will do better to be wrong. You'll often do better to agree with your social peers, especially on issues where being wrong has little negative impact, like who should be President.

So what is the "rational" thing to do, given these realities? Is it really rational to seek after truth knowing that it is going to hurt you? Wouldn't a true rationalist try to improve his circumstances and maximize his happiness, choosing to accept that this will mean believing falsehoods?