This isn't "I'm smart and rules don't apply". Smartness alone doesn't help.
But, to put it this way, if rationality training doesn't help improve your startup's odds of success, then there's something wrong with the rationality training.
To be more precise, in my experience, a lot of startup failure is due to downright stupidity, or just ignoring the obvious.
Also, anecdotally, running a startup has been the absolute best on-the-job rationality training I've ever had.
Shockingly, successful entrepreneurs I've worked with score high on my rationality test, which consists of how often they say things that are uncontested red flags, and how well-reasoned their suggested courses of action are. In particular, one of our investors is the closest approximation to a bayesian superintelligence I've ever met. I can feed him data & news from the past week, and almost hear the weighting of various outcomes shift in his predictions and recommendations.
In short,
I do understand this sounds self-serving, but I also try to avoid the sin of underconfidence. In my experience, quality of thinking between rationalists and the average person tends to be similar to quality of conversation here versus on YouTube. The problem is when rationalists bite off more than they can chew in terms of goals, but that's a separate problem.
What you say sounds intuitive to me at first, but as of now I would say that rationality training may boost start up success rates up just a little.
Here is some reasons why rationality might not matter that much:
People tend to be a bit more rational when it counts, like making money. So having correct beliefs about many things doesn't really give you an edge because the other guy is also pretty rational for business stuff.
self-delusion, psychopathy, irrationality, corruption, arrogance, and raw driven determination, have good if not better anecdot
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.