Tyrrell_McAllister comments on Some Thoughts Are Too Dangerous For Brains to Think - Less Wrong
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I believe some other people's reports that there are things they would prefer not to know and would be inclined to honor their preference if I knew such a secret but I can't think of any examples of such secrets for myself. In almost all cases I can think of I would want to be informed of any true information that was being withheld from me. The only possible exceptions are 'pleasant surprises' that are being kept secret on a strictly time-limited basis to enhance enjoyment (surprise gifts, parties, etc.) but I think these are not really what we're talking about.
I can certainly think of many examples of secrets that people keep secret out of self-interest and attempt to justify by claiming they are doing it in the best interests of the ignorant party. In most such cases the 'more harm than good' would accrue to the party requesting the keeping of the secret rather than the party from whom the secret is being withheld. Sometimes keeping such secrets might be the 'right thing' morally (the Nazi at the door looking for fugitives) but this is not because you are acting in the interests of the party from whom you are keeping information.
But this is the way to think of WrongBot's claim. The conscious you, the part over which you have deliberate control, is but a small part of the goal-seeking activity that goes on in your brain. Some of that goal-seeking activity is guided by interests that aren't really yours. Sometimes you ought to ignore the interests of these other agents in your brain. There is some possibility that you should sometimes do this by keeping information from reaching those other agents, even though this means keeping the information from yourself as well.