The sizes here are so wildly different I don't see them as really comparable. I have never in my life had to defend myself physically against serious harm. Yet I make decisions with my flawed monkey brain every minute of every day of my life! The benefit to me from improving the quality of my decisions (whatever you want to call that - martial-arts-style rationality works for me, but perhaps the term means something else to others) is orders of magnitude greater than the benefit of improving my ability to defend myself physically.

I mean, I seriously find it hard to understand how you can compare a skill that I have never used to a skill that I use every minute of my life ?!?! I agree with you that one must posit implausible scenarios for personal physical defense to be useful, but I think one must posit even less plausible scenarios for personal mental acuity to not be useful. Anyone can get mugged, but who never needs to make a tough decision affected by standard biases?