...or they should, logically speaking.
Suppose you're torn in an agonizing conflict between two choices.
Well... if you can't decide between them, they must be around equally appealing, right? Equally balanced pros and cons? So the choice must matter very little - you may as well flip a coin. The alternative is that the pros and cons aren't equally balanced, in which case the decision should be simple.
This is a bit of a tongue-in-cheek suggestion, obviously - more appropriate for choosing from a restaurant menu than choosing a major in college.
But consider the case of choosing from a restaurant menu. The obvious choices, like Pepsi over Coke, will take very little time. Conversely, the choices that take the most time probably make the least difference. If you can't decide between the hamburger and the hot dog, you're either close to indifferent between them, or in your current state of ignorance you're close to indifferent between their expected utilities.
Does this have any moral for larger dilemmas, like choosing a major in college? Here, it's more likely that you're in a state of ignorance, than that you would have no real preference over outcomes. Then if you're agonizing, the obvious choice is "gather more information" - get a couple of part-time jobs that let you see the environment you would be working in. And, logically, you can defer the agonizing until after that.
Or maybe you've already gathered information, but can't seem to integrate to a decision? Then you should be listing out pros and cons on a sheet of paper, or writing down conflicting considerations and trying to decide which consideration is, in general, the most important to you. Then that's the obvious thing you should do, which clearly dominates the alternative of making a snap decision in either direction.
Of course there are also biases that get stronger as we think longer - it gives us more opportunity to rationalize, for example; or it gives us more opportunity to think up extreme but rare/unlikely considerations whose affect dominates the decision process. Like someone choosing a longer commute to work (every day), so that they can have a house with an extra room for when Grandma comes over (once a year). If you think your most likely failure mode is that you'll outsmart yourself, then the obvious choice is to make a snap decision in the direction you're currently leaning, which you're probably going to end up picking anyhow.
I do think there's something to be said for agonizing over important decisions, but only so long as the agonization process is currently going somewhere, not stuck.
So, uh, why did evolution make us agonize over choices at all, if you say they don't matter? I think they matter. This reminds me of my exchange with Wei:
It seems to me that we agonize over hard choices for a similar reason. A big pile of utility hinges on some uncertainty, and we frantically try to reduce that uncertainty.