maxikov comments on Open Thread, Feb. 2 - Feb 8, 2015 - Less Wrong
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The opposite should be true for a rational agent, but humans aren't rational agents, and may or may not benefit from false beliefs. There is some evidence that religion could be beneficial for humans while being completely and utterly false:
http://www.tandfonline.com/doi/abs/10.1080/2153599X.2011.647849
http://www.colorado.edu/philosophy/vstenger/Folly/NewSciGod/De%20Botton.pdf
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1361002/
http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0003679
Of course, this is not "checkmate, atheists", and doesn't mean we should all convert to Christianity. There are ways to mitigate the negative impact of false beliefs while preserving the benefits of letting the wiring of the brain do what it wants to do. Unitarian Universalists from the religious side, and Raemon's Solstice from the atheist side are trying to approach this nice zone with the amount of epistemological symbolism and rituals optimal for real humans, until we found a way to rewire everyone. But in general, unless you value truth for its own sake, you may be better off in life with certain false beliefs.