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Cases where information -- or even from a consequentialist stance, material action -- would evoke stress on the recipient can benefit from consideration of time horizon, or the duration within which the outcome is to be optimised. Indeed, the term "locally beneficial" could refer to both short time horizon, as well as short space horizon. Therefore, the question could be reframed as, "what is the optimal time/space horizon when presenting worldview challenging information?".
Often times, the answer might be seen as a matter of personality or lifestyle -- though of course there are cases, such as near expected time of death, where the time available for cognitive correction and later benefit is limited. Personally, I prefer longer time horizons and larger space horizons, particularly since even if a person should die before "return on investment" is met, the holding of accurate or inaccurate beliefs usually has knock-on effects on others. This applies to both the propagation of those beliefs, as well as for example effects of choices in voting or interpersonal judgement.
Many old and even some new religious beliefs appear to be essentially rationalisations for justifying gut instincts and or short-chain moral reasoning. By "short-chain", I mean short in terms of causal chain inference or time/space horizon, -- as for example blaming the most proximal cause for an event, rather than seeking deeper understanding of contributing and precipitating factors, or for another example, being too quick to judge the effects of a proposed or recently enacted policy, such as increased educational spending.
One might even surmise that many religious folk are religious precisely because they have a tendency to use short time/space horizons in their inference of cause-and-effect. For example, LGBT+ may be seen as "bad" because in the shorter term it may result in fewer newborn children, yet in the longer term it may result in healthier families, better technology, and more balanced resource utilisation. A similar argument could be made about crime prevention, where traditional Western religion generally blames the immediately identifiable party while ignoring the social/systemic factors that promote poverty and crime. The result is often playing a game of "Whac-A-Mole", where the crimes keep popping up while the "unseen" (read: unconsidered, long-chain) hand keeps making new "moles".
In conclusion, choosing short time/space horizons may help to maintain short-term, short-distance comfort, but doing so would in many cases neglect life and wellbeing outside of that myopic circle.