It’s harmless (but silly (note: I LIKE silly, in part because it’s silly to do so)) to have such preferences, and usually harmless to act on them.
I don’t really understand why preferences about things that you can’t observe are more silly than other preferences, but that’s ok. I mostly wanted to clear up the terminology, and note that it seems more like common usage of ‘preference’ and ‘utility’ to say “That’s a silly preference to have, because X, Y, Z” and “I think we should only care about things that can affect us” instead of saying “Your satisfaction of that preference has nothing to do with their confidence, it’s all about whether you actually find out” and “Without some perceptible difference, your utility cannot be different”.
I don’t really understand why preferences about things that you can’t observe are more silly than other preferences, but that’s ok. I mostly wanted to clear up the terminology, and note that it seems more like common usage of ‘preference’ and ‘utility’ to say “That’s a silly preference to have, because X, Y, Z” and “I think we should only care about things that can affect us” instead of saying “Your satisfaction of that preference has nothing to do with their confidence, it’s all about whether you actually find out” and “Without some perceptible difference, your utility cannot be different”.