It does depend on the domain. I think that the reason that you want to be very risk-averse in stocks is because you have adversaries trying to take your money, so you get all the negatives of being wrong without all the positives of the 999 times you knew the stock would rise and were correct.

In other cases, such as deciding which route to take while traveling to save time, I'd rather be wrong every once in a while so that I could be right more often.

Both of these ideas are about instrumental rationality, so the question is if you are trying to come up with a model of epistemic rationality which does not depend on utility functions, what type of scoring should you use?