but it is actually morally optimal, for a broad enough sense of "having fun". But I say this as an ethical egoist.
Just because you are an ethical egoist does not mean that ethical egoism is the system by which all moral claims ought to be judged. Have you read the metaethics sequence?
It's true that all moral claims shouldn't be judged by ethical egoism because I believe it, moral claims should be judged by egoism because it's correct. And I have read the metaethics sequence, and found it interesting, though at times lacking. What part of it are you referring to?
If it's worth saying but not worth its own thread even in discussion it goes here.