Knowing X and being able to do something about X are quite different things. A death-row prisoner might be able to make the correct prediction that he will be hanged tomorrow, but that does not "enable goal-accomplishing actions" for him -- in the Bayes' world as well. Is the Cassandra's world defined by being powerless?

Powerlessness seems like a good way to conceptualize the Cassandra alternative. Perhaps power and well-being are largely random and the best-possible predictions only give you a marginal improvement over the baseline. Or else perhaps the real limit is willpower, and the ability to take decisive action based on prediction is innate and cannot be easily altered. Put in other terms, "the world is divided into players and NPCs and your beliefs are irrelevant to which of those categories you are in."

I don't particularly think either of these is likely but if you believed the world worked in either of those ways, it would follow that optimizing your beliefs was wasted effort for "Cassandra World" reasons.