As another possible source of inspiration, Antichamber does really well at teaching players new stuff while being fun. It isn't at all about rationality, but does get players to get rid of specific preconceptions and rapidly train new habits and ways of thinking very effectively.

I think the approach used there could be very useful for introducing new concepts and getting players to start thinking in new ways (though hopefully, with a rationality game featuring Kaj Sotala as Lead Designer, those new ways would also be better ways ;) ).

My main concern is for how effective this would be for transferring the skills taught ingame into the real world (Antichamber certainly hasn't made me learn in-real-life to gel jnyxvat bire n punfz vafgrnq bs gelvat gb whzc npebff vg, whfg gb frr vs n sybbe zngrevnyvmrf. Game spoiler.)