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atorm comments on Two Kinds of Irrationality and How to Avoid One of Them - Less Wrong Discussion
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If I am concerned with instrumental rationality, why should I try to avoid believing untrue things if believing those untrue things is to my benefit?
I can't give a simple answer to that question.
One reason might be if you, personally, happen to care a lot about the truth.
Another is that while there can be benefits to being irrational in this way, sometimes you pay a price, when you can't admit to yourself you're making a questionable decision.
Another is that your irrational beliefs can hurt other people even when they don't hurt you much.
But yeah, there are probably situations where letting yourself believe something untrue is actually the right thing to do.
I think this might be a case where double-think is useful: let your mind lightly touch on the probable outcomes of various beliefs, then settle heavily on the most useful one. This might be advantageous to society as well as just an individual. To quote Terry Pratchett in Hogfather: