There are real life examples where reality has turned out to be the "least convenient of possible worlds". I have spent many hours arguing with people who insist that there are no significant gender differences (beyond the obvious), and are convinced that to assert otherwise is morally reprehensible.

They have spent so long arguing that such differences do not exist, and this is the reason that sexism is wrong, that their morality just can't cope with a world in which this turns out not to be true. There are many similar politically charged issues - Pinker discusses quite a few in the Blank Slate - where people aren't wiling to listen to arguments about factual issues because they believe they have moral consequences.

The problem, of course - and I realise this is the main point of this post - is that if your morality is contingent on empirical issues where you might turn out to be wrong, you have to accept the consequences. If you believe that sexism is wrong because there are no heritable gender differences, you have to be willing to accept that if these differences do turn out to exist then you'll say sexism is ok.

This is probably a test you should apply to all of your moral beliefs - if it just so happens that I'm wrong about the factual issue on which I'm basing my belief is wrong, will really I be willing to change my mind?