In almost all cases I can think of I would want to be informed of any true information that was being withheld from me.

Maybe this is an example:

I was once working hard to meet a deadline. Then I saw in my e-mail that I'd just received the referee reports for a journal article that I'd submitted. Even when a referee report recommends acceptance, it will almost always request changes, however minor. I knew that if I looked at the reports, I would feel a very strong pull to work on whatever was in them, which would probably take at least several hours. Even if I resisted this pull, resistance alone would be a major tax on my attention. My brain, of its own accord, would grab mental CPU cycles from my current project to compose responses to whatever the referees said. I decided that I couldn't spare this distraction before I met my deadline. So I left the reports unread until I'd completed my project.

In short, I kept myself ignorant because I expected that knowledge of the reports' contents would induce me to pursue the wrong actions.