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This reminds me of the conversation grounding justice as better than injustice. Were these conversations (and the other seemingly unrelated topics which Socrates ends up philosophizing with) indirect methods of asking whether the examined life is better than the unexamined life?
To answer my own question- I think most people are actually happier in the long run when they have the chance to cultivate knowledge. Even though the transition can be hard, it's more enriching and fulfilling to learn everything and anything you can. But I also don't think it really matters which state they'd be happiest in, I think it's ones duty to learn and grow as much as possible.
Nussbaum's notion of Adaptive Preferences is relevant here, I think. They might well THINK they are happier as they are, but only because their constrained epistemic situation interferes with their ability to form informed conceptions of what might fulfill them. As Socrates points out, only the philosopher can judge the best life, as only s/he has actually experienced all the options.