So "at no point in a conversation can Bayesians have common knowledge that they will disagree," means "'Common knowledge' is a far stronger condition than it sounds," and nothing more and nothing less?
No, for a couple of reasons.
First, I misunderstood the context of that quote. I thought that it was from Wei Dai's post (because he was the last-named source that you'd quoted). Under this misapprehension, I took him to be pointing out that common knowledge of anything is a fantastically strong condition, and so, in particular, common knowledge of disagreement is practically impossible. It's theoretically possible for two Bayesians to have common knowledge of disagreement (though, by the theorem, they must have had different priors). But can't happen in the real world, such as in Luke's conversations with Anna.
But I now see that this whole line of thought was based on a silly misunderstanding on my part.
In the context of the LW wiki entry, I think that the quote is just supposed to be a restatement of Aumann's result. In that context, Bayesian reasoners are assumed to have the the same prior (though this could be made clearer). Then I unpack the quote just as you do:
"At no point can two ideal reasoners both know true fact X, where true fact X is that they will disagree on posteriors, and that each knows that they will disagree on posteriors, etc."
As you point out, by Aumann's theorem, they won't disagree on posteriors, so they will never have common knowledge of disagreement, just as the quote says. Conversely, if they have common knowledge of posteriors, but, per the quote, they can't have common knowledge of disagreement, then those posteriors must agree, which is Aumann's theorem. In this sense, the quote is equivalent to Aumann's result.
Apparently the author doesn't use the word "knowledge" in such a way that to say "A can't have knowledge of X" is to imply that X is true. (Nor do I, FWIW.)
There are many pleasant benefits of improved rationality:
I'd like to mention two other benefits of rationality that arise when working with other rationalists, which I've noticed since moving to Berkeley to work with Singularity Institute (first as an intern, then as a staff member).
The first is the comfort of knowing that people you work with agree on literally hundreds of norms and values relevant to decision-making: the laws of logic and probability theory, the recommendations of cognitive science for judgment and decision-making, the values of broad consequentialism and x-risk reduction, etc. When I walk into a decision-making meeting with Eliezer Yudkowsky or Anna Salamon or Louie Helm, I notice I'm more relaxed than when I walk into a meeting with most people. I know that we're operating on Crocker's rules, that we all want to make the decisions that will most reduce existential risk, and that we agree on how we should go about making such a decision.
The second pleasure, related to the first, is the extremely common result of reaching Aumann agreement after initially disagreeing. Having worked closely with Anna on both the rationality minicamp and a forthcoming article on intelligence explosion, we've had many opportunities to Aumann on things. We start by disagreeing on X. Then we reduce knowledge asymmetry about X. Then we share additional arguments for multiple potential conclusions about X. Then we both update from our initial impressions, also taking into account the other's updated opinion. In the end, we almost always agree on a final judgment or decision about X. And it's not that we agree to disagree and just move forward with one of our judgments. We actually both agree on what the most probably correct judgment is. I've had this experience literally hundreds of times with Anna alone.
Being more rational is a pleasure. Being rational in the company of other rationalists is even better. Forget not the good news of situationist psychology.