It became interesting when Anthony gave the argument that if believing in a dragon in your garage gave you happiness and the world would be the same either way besides the happiness combined with the principle that rationality is the art of systematized winning it is clearly rational to believe in the dragon.

It would indeed makes sense to believe in the dragon, if you had examined all other alternatives you could think of and found that this belief gives you most happiness, and if happiness is your goal (it's the issue of hedons vs utilons).

You may also want to consider the reasons why the +dragon world makes you happier. For example, if you dig deeper, you might find that there is an experience somewhere you are not at all fond of, like the unresolved pain of learning years ago that God/Santa/Tooth Fairy is not real, after all, and consider a visit to your therapist. Maybe once this issue is resolved, you will no longer derive happiness from imagining that a +dragon world is real. Whether killing cheap happiness this way is an instrumentally rational thing to do is a different story, and there is a fair bit about it in the Sequences and in HPMOR (poor Draco, I feel for him).