pjeby comments on 3 Levels of Rationality Verification - Less Wrong
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They should be if they want to win in practice, as opposed to just getting theoretically-correct answers. See, e.g., the studies referenced in Seligman's "Learned Optimism", that show optimists consistently out-perform pessimists (i.e., realists) in a wide variety of fields and endeavors.
(Of course, Seligman's definition of optimism may be different from yours.)