Do biases matter?

A better analogy in science would be a maze with 10^10 possible branches. Without considering which branch to take, no one is going to find the finish.

Can you think of other examples where individual biases might produce better results for the group?

When the a hive of ants (specifically Temnothorax curvispinosus) need to find a new hive location, explorers will spread out looking for likely places. If an ant finds one, she will go back to the existing hive and bodily grab another ant to carry to the new location. If both ants still think it is a good place they each grab another ant, and if everyone still agrees the body-movers bring back 8, 16, 32, etc ants. If a place is marginal then only a small percent of ants will pitch in after being physically carried and the growth will be much slower. A social algorithm like this can select between competing possible hive locations, taking into account issues like distance (less distance meaning shorter doubling times) as well as suitability, and it requires some measure of behavioral variability among the ants. Their aggregate behavior appears to avoid some decision biases found in everything from birds and humans, partly because each ant only seems to judge the quality of one option at a time.

The trick is, this behavior is something that has had many generations to be tuned by evolution. Ants hives have been solving this problem for a long time over a large number of hives that compete with each other for food and territory, whereas there have not been many hundred-million-person-groups competitively solving scientific collective action problems for thousands of generations, such that group selection could have tuned us to do it particularly well. For example, we might be well tuned for rock and spear fights between platoon size groups and some of that might carry over to the effectiveness of groups smaller than 50 people, but I strongly doubt we are genetically tuned for anything that happens at the level of democratic nation states, like subsidized physics research or stock market regulation.

I can imagine one or more human planners who figured out a way for relatively uncultivated humans to be given small amounts of training and arranged in certain institutions that are structurally tuned to thrive on their expected random errors, but doing this would itself require substantial cognitive effort, and if the situation changed (like memory intensive biology turned out to deserve way more resources than working memory intensive theoretical physics) this might need to be recognized somehow and adjusted for via exogenous rationally calculated efforts. You'd be able to point to the person or group of people doing the modeling and optimization work implied, and such people might have existed in the U.S. in the 1890's and 1940's but if they exist for the English speaking internet using world right now, I'm not familiar with their work.

In your example, the people who ran off down each door could probably have produced a better outcome for the group if they had stopped to trade cell phone numbers, agreed on a scheme for dividing the prize, and coordinated their exploration, possibly with some people in reserve to do warm up stretches while waiting to be effectively deployed later based on discoveries relayed back from early explorers of each path. If the maze, represented as a tree structure, had fewer leaf nodes than people and wasn't lopsided, then maybe "everyone run along a path not taken by competitors" could work, but at the very least they should agree on some condition for deciding to come back to the entrance to strategize more effectively based on individual discoveries, or they might all end up simply getting lost.

Adaptive structure doesn't come from nowhere. If Azathoth has not sacrificed a ridiculous number of people on the altar of fitness to have made us into people who are "naturally inclined" towards success in some particular environment, then we have to sacrifice false theories on the altar of truth so that they may die in our stead.

For some people some of the time, a better analogy might be that the clues are made available before anyone is allowed into the maze. In this case, it's clearly better to figure out which door is best while you're waiting. To unpack the analogy, it's useful to debias yourself now, so that if a task requiring rationality comes along later (and it will) you can do it as well as possible.

Having lots of people making leaps in different directions might also make science progress faster overall.

Yes, but some of this might be in the wrong direction. We have plenty of examples where scientists have gone with incorrect theories...

I think it's best for the world as a whole that there are some arrogant dilettantes who just bolt for the first door they see without doing proper scholarship. I think most of us use a mixed strategy: pick a main pursuit and try to do it as well as possible, and pick a few side pursuits to idly walk through every so often, looking for low-hanging fruit that somehow everyone else missed. The moral being: indulge your urge to be irrationally contrarian sometimes, but don't let it take over your life.

The former president of South Africa denied that HIV caused AIDS. Biases matter.

The science analogy is based on assumption that an unbiased scientist is unable to choose what to do. How is this assumption justified? In situations where the analogy applies, to realise that you have no time to think and must pick one random way to win the prize is a pretty standard rational decision, no bias involved.