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Kutta comments on Q: What has Rationality Done for You? - Less Wrong Discussion
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If you accept the "rationality is winning" definition, it makes little sense to come up with downsides about rationality, that's what I was trying to point out.
It is quite similar to what you said in this comment.
A wrong way to put it. If a decision is optimal, there still remain specific arguments for why it shouldn't be taken. Optimality is estimated overall, not for any singled out argument, that can therefore individually lose. See "policy debates shouldn't appear one-sided".
If, all else equal, it's possible to amend a downside, then it's a bad idea to keep it. But tradeoffs are present in any complicated decision, there will be specialized heuristics that disapprove of a plan, even if overall it's optimized.
In our case, we have the heuristic of "personal fun", which is distinct from overall morality. If you're optimizing morality, you should expect personal fun to remain suboptimal, even if just a little bit.
(Yet another question is that rationality can give independent boost to the ability to have personal fun, which can offset this effect.)