When your desires contradict each other, so you can't satisfy all of them anyway.
For example, I want to eat as much chocolate as possible and move at little as possible, but I also want to have a long healthy life. Until the Friendly AI can satisfy all my desires via uploading or nanotechnology, I must sacrifice some of them for the sake of other ones.
I'll agree with that from a different angle. Due to the map≠territory lemma, We never have to accept absolute inability to meet our goals. When faced with seemingly inescapable all-dimensional doom, there is no value at all in resigning oneself to it, the only value left in the universe is in that little vanishingly not-going-to-happen-unlikely possible world where, for example, the heat death can be prevented or escaped. Sure, what we know of thermodynamics tells us it can't, well, I'm going to assume that there's a loophole in our thermodynamic laws that...
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