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Will_Sawin comments on When is further research needed? - Less Wrong
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See the long version. Obviously, once you have the information, it may turn out to be an unpleasant surprise. The analysis is concerned with your prior expectation.
Suppose I consider whether to blackmail you. I do not have the ability to prove that I have the means to do so. You thereby would elect not to give me what I want - you're willing to take the risk. So I don't blackmail you.
If I gained the ability to prove that I have the means to do so, you would gain nothing if I didn't have the means, but lose if I did have them, because you would now be blackmailed and forced to give me stuff.