What you say is important: the vast majority of whining "rationalists" weren't done dirty by a universe that "nobody could have foreseen" (the sub-prime mortgage crisis/piloting jets into buildings). If you sample a random loser claiming such (my reasoning was flawless, my priors incorporated all feasibly available human knowledge), an impartial judge would in nearly all cases correctly call them to task.

But clearly it's not always the case that my reasoning (and/or priors) is at fault when I lose. My updates shouldn't overshoot based on empirical noise and false humility. I think what you want to say is that most likely even (especially?) the most proud rationalists probably shield themselves from attributing their loss to their own error ("eat less salt").

I'd like some quantifiable demonstration of an externalizing bias, some calibration of my own personal tendency to deny evidence of my own irrationality (or of my wrong priors).