I've been thinking about this on and off for an hour, and I've come to the conclusion that you're right.

My mistake comes from the fact that the examples I was using to think about this were all examples where one has low certainty about whether the information is irrelevant to one's decision making. In this case, the odds are that being ignorant will yield a less than maximal chance of success. However, there are situations in which it's possible to know with great certainty that some piece of information is irrelevant to one's decision making, even if you don't know what the information is. These situations are mostly those that are limited in scope and involve a short-term goal, like giving a favorable first impression, or making a good speech. For instance, you might suspect that your audience hates your guts, and knowing that this is in fact the case would make you less confident during your speech than merely suspecting it, so you'd be better off waiting after the speech to find out about this particular fact.

Although, if I were in that situation, and they did hate my guts, I'd rather know about it and find a way to remain confident that doesn't involve willful ignorance. That said, I have no difficulty imagining a person who is simply incapable of finding such a way.

I wonder, do all situations where instrumental rationality conflicts with epistemic rationality have to do with mental states over which we have no conscious control?