As Eliezer said in this post:

Second-order rationality implies that at some point, you will think to yourself, "And now, I will irrationally believe that I will win the lottery, in order to make myself happy." But we do not have such direct control over our beliefs. You cannot make yourself believe the sky is green by an act of will. You might be able to believe you believed it—though I have just made that more difficult for you by pointing out the difference. (You're welcome!) You might even believe you were happy and self-deceived; but you would not in fact be happy and self-deceived.

For second-order rationality to be genuinely rational, you would first need a good model of reality, to extrapolate the consequences of rationality and irrationality. If you then chose to be first-order irrational, you would need to forget this accurate view. And then forget the act of forgetting. I don't mean to commit the logical fallacy of generalizing from fictional evidence, but I think Orwell did a good job of extrapolating where this path leads.

You can't know the consequences of being biased, until you have already debiased yourself. And then it is too late for self-deception.

The other alternative is to choose blindly to remain biased, without any clear idea of the consequences. This is not second-order rationality. It is willful stupidity.