So what lesson does a rationalist draw from this? What is best for the Bayesian mathematical model is not best in practice? Conserving information is not always "good"?

Also,

I will simply rationalize some other explanation for the destruction of my apartment.

This seems distinctly contrary to what an instrumental rationalist would do. It seems more likely he'd say "I was wrong, there was actually an infinitesimal probability of a meteorite strike that I previously ignored because of incomplete information/negligence/a rounding error."