One of the things that used to irk me a lot (and still sometimes does) is when people metaphorically stick their head in the sand and avoid mere awareness of stuff that is important. I think it irks a lot of us "aspiring rationalists" - that ostriching thing is just about completely antithetical to the core tenets of rationality.
And yet, it feels so darn compelling to so many people. Every decision you disagree with, yours or others, is a Chesterton's fence. One of my huge heuristics lately is that you don't plow over Chesterton's fences when you don't understand their function well enough to pass the ideological turing test. Partly because it's hard to do, partly because it would actually be unwise to do. It really is important to empathize before giving advice.
So let's be heretical. When would it make sense to pull an ostrich?
It can be tempting to say "never", since the expected value of information can't be negative - for if it were, you could always achieve zero by doing what you were going to do anyway.
Except... we're not homo economicus. People really do get in situations where they react so poorly to new information that they'd be better off not getting it, and this is predictable. PTSD is the obvious example here, but it doesn't have to be extreme. And as long as you're broken, it really does make sense to not trigger your dysfunctional responses. If you're up against a situation where you know you will react irrationally to new information, it actually makes sense to stick your head in the sand(!)
Perhaps we can use executive control to get a grip of our behaviors and force a fix under conflict... or perhaps not. But even so, it's a resource intensive and risky thing.
Of course, the nice way to deal with this is to say "yeah, learning that fact would trigger me, so I will avoid learning it for the mean time and work on fixing myself so that I can process that information later".
Unless, of course, you don't know how to fix it, don't know how to figure out how to fix it, don't know how to figure out how to figure out/etc and that fact freaks you the hell out. If you don't know how to navigate these areas well, it can get tough. Either you try to summon all your strength and muscle through it - which may or may not work, and may or may not be the best use of mental energy at the moment - or you put it off, and you deal with the costs of putting it off. Every time something reminds you of it, there's that pang of discomfort. You're also preventing yourself from gaining a valuable understanding. But... you're spared the crushing that happens when you drive yourself into things you can't handle.
And so if you struggle to navigate efficiently, it is by no means obvious whether you should be ostriching more or less on the margin. And it really can be the case where the locally rational thing to do is to bury your head forever - because you'd never find your way out anyway, and would destroy yourself trying.
So before rubbing someone's nose in an uncomfortable truth "for their own benefit" (including yourself), really take into account that there are good reasons to avoid the truth. Help them by giving them a line of retreat and/or showing them how to resolve these things themselves from the outside - so that they can actually get to where it's not unbearably painful to hear the news.