Disregarding the content of Kanye’s song, how many people would be willing to express such a deeply socially embarrassing thought?

It's the business of a rapper to express edgy ideas whether or not they actually hold them. Calling that openness mistakes what being open is about. 

If Kayne would write a song about how he's deeply insecure about how he looks and uses makeup to overplay his insecurities that would be much more evidence of openness.

Suppose that there is a norm against saying not-X. This could be anything between widespread mild discomfort at hearing not-X, and a death sentence for anyone who claimed not-X. A norm is strong when everyone follows it. If everyone follows this norm, only claims of X will be made in public, regardless of X's truth. This is so even when X is actually clearly true and not-X is actually clearly false.

The specific norm about not-X could be opposed by not following it. The usual form of norm violation that comes to mind is to publicly say not-X when you believe not-X to be true, perhaps even when it's irrelevant, hurtful, obnoxious, and unnecessary. But the norm is also violated by staying silent and not saying X when you believe X to be true and relevant. This is not very effective, but then again saying not-X is not necessarily very effective either, and avoiding claims of X is less costly both to yourself and others.

Furthermore, existence of a norm about not-X hurts truthful discussion of X, so possibly being truthful about X in public becomes less important than opposing the norm. This brings up the option of saying not-X when you believe not-X to be false. If followed as a general strategy, this causes topics with censorship norms to become even more actively mind-killing, poisoning all less-than-perfect wells. Compare this with saying not-X when it's true, albeit unnecessary and hurtful/obnoxious. Also a form of poisoning the topic.

Another general strategy is to make sure that the fact of existence of censorship norms about X, and their influence on possibility of a sensible discussion of X, is well-known. But this also won't work if there is a norm against discussing such considerations regarding X, which occasionally there is, if the influence of a pro-X agenda was particularly strong at some point in recent history. So an even more resilient strategy is to discuss this phenomenon in general [LW · GW], without mentioning [LW · GW] any particular X of actual concern.

I think having the confidence to express what you are actually thinking gives a big advantage. Such a person is able to see more. They can think about uncomfortable and inconvenient ideas that most people would instinctively self-censure.

The exact opposite is true. If you commit to yourself to not immediately taking any thought you have and shouting it from the rooftops, this gives you the mental space to think "uncomfortable and inconvenient ideas that most people would instinctively self-censure". It's just that once you have these ideas in your thought-space, you have to think more about how to express them than just "put them in my latest song". Good secrets take a while to express properly.

I strongly dislike this.

I think most of the benefit comes from being radically open to yourself. it also seems that most of the downsides comes from commu8nicating to outside. If one can formulate and think without provoking others you get most of the benefits without most of the downsides.

However I understand that for some people thought and speech is so interlinked that they must choose between being silent+unconcious and loud+concious. Roman age people that could only read aloud which found people that could read without verbalising odd and suspicious. I think in the modern era it coud pay out to be able to think for yourself without using your twitter feed as a diary.