Incentives do not operate by magic: they work by focusing attention and by prolonging deliberation. Consequently, they are more likely to prevent errors that arise from insufficient attention and effort than errors that arise from misperception or faulty intuition.

-- Kahneman & Tversky (1986), Rational choice and the framing of decisions, pdf

If you're making a judgment using a process that would become more accurate (less biased) with more attention, effort, or thought, then incentives could help. And if you have some awareness that you're biased (including the direction of your bias), then incentives could help reduce that bias by giving you the motivation to try to correct it. But otherwise they won't be much help. As with a visual illusion, you don't realize that your intuition is faulty, or that you're being influenced by a framing effect, or that you're relying on a biased set of information, or whatever, so the bias will remain. And sometimes incentives can make things worse, like if more thought gets you stuck in a rut that makes it harder to switch strategies.

One example is anchoring (pdf). Incentives reduce the bias from anchoring and adjustment, since they get people to think more and continue adjusting farther away from the anchor. But when "anchoring" effects result from the "anchor" bringing to mind a biased set of information, then incentives don't help.