Precisely. I've been reading a lot about the <a href="http://en.wikipedia.org/wiki/Monty_Hall_problem">Monty Hall problem</a> recently, and I feel that it's a relevant conundrum.

The confused rationalist will say: but my choice CANNOT cause a linear entaglement, the reward is predecided. But the functional rationalist will see that agents who one-box (or switch doors, in the case of Monty Hall) consistently win. It is demonstrably a more effective strategy. You work with the facts and evidence available to you. Regardless of how counter-intuitive the resulting strategy becomes.