No, no - the objective is not to have "the nice feel", the objective is to get the nice outcome, presumably such as you get by behaving rationally. "The nice feel", as described above, is just a thing that happens to help you, under certain circumstances.
It's not clear to me at all that explicitly studying rationality (out of an academic interest, as insight porn, whatever) makes you more successful in achieving outcomes which give you a "nice feel", compared to just mimicking/internalising heuristics and social cues by ways of being embedded in a subculture implementing them (probably without reflecting too much).
Studying "the art of winning", doesn't equal acquiring the knack to implement it, especially if the "it" turns out to be internalising all sort of hacked-together he...
I read an interesting article today: ["Your app makes me fat"](http://seriouspony.com/blog/2013/7/24/your-app-makes-me-fat). Key quote:
"Researchers were astonished by a pile of experiments that led to one bizzare conclusion: Willpower and cognitive processing draw from the same pool of resources."
Now, when we tell people to behave rationally, we often tend to ask them to consider short term sacrifices for long term gains and act to maximise the overall "utility"; to run through a process of evaluation and taking action that uses up both cognitive processing and willpower at once.
I observed on many occasions that it is easy to make the "right' choice when you value the fact that you are trying to live your life in the right manner. The nice feels that you get when making the right choice compensate for the willpower expended in taking the corresponding actions.
And perhaps this is the value of "rationality" as a value.