There is a difference between getting stuck, and getting lost. The description you pose for lost, is actually stuck. They aren't mutually exclusive, you might be lost and stuck at the same time, but it is worth noting that there is a difference. You can be lost, without being stuck, you can be stuck without being lost, and you can be both at the same time. Although, I'd argue that if you are stuck, it is more likely that you got lost, and now you are stuck, rather than being both stuck and lost. If you are stuck, you probably know your area quite well by now, so you're now only lost in the sense that you are in a new 'area' and you want to be in your other 'area', you're only lost by virtue of reference, you aren't lost by virtue of no longer knowing where you are, because you know your 'stuck in area' all too well by now.
If you don't realise you are stuck, and instead still think you are lost, that's more dangerous, but there is no frustration of dead ends now, only the terror/joy of having no clue where you are.
So I pose you a question - what does it mean to be lost?
Only once you define what lost is, can you ask whether someone could truly choose to be lost just for the sake of being lost in and of itself, and whether or not you still think this person mad based on that.
Is it worth knowing what you shouldn't?..this is circular. If you shouldn't know it, then no, you shouldn't know what you shouldn't know. The more pertinent question being, why shouldn't you know that piece of information?, and can you know you shouldn't know it before you do know it? and once you do know it, will you know you shouldn't?
Lets theorise that you shouldn't know it, because it would be bad for you. Then you have to ask, what does it mean for something to be bad for you?
It seems like in this case the bad thing about getting lost is a form of social cutting. You no longer match the rest of the blocks. Aka, you are defined as mad. You haven't prodded about whether the person themselves thinks they are mad or not. Arguably you can't be mad and think you are mad, so really this is about everyone else, not the person themselves?
If a construct is built of parts, there are homogenous parts and in-homogenous parts, there is also the ability to recognise these two...or not to recognise them. To incorporate them into the construct, or not. Arguably, all things being fractal, some parts are part of a greater or lesser construct and it isn't a matter of choice to incorporate them, they force themselves into the construct as soon as you come into contact with them. They were always there, its just, now you know about them - and it is these things that would come into should we or shouldn't we know them, based on if we consider them good or bad, because they inherently have more power than our own theoretical meaning of choice. Which is, I think, what this comes down to...do you actually have any free will? Not freedom, that is something different and often confused with it.
Your body is just as to blame as your mind, given it harvests what builds part of the construct. You like chocolate because it tastes nice, or because other people do, or because it looks nice, which is mostly to do with your experience of chocolate, and nothing to do with just picking it. So your construct traps you into a system based on a set of factors you feel like you chose, but which actually you didn't. You had the freedom to choose chocolate, but you definitely didn't have the free will to choose it.
My opinion is that getting 'lost' for the sake of it, in my definition of the term...which I'm aware I haven't defined yet here for you...is an act of free will, and that in having free will, the general populance think you mad.
What you should or shouldn't know is defined for you by the construct, and is defined by that as a version of what you should or shouldn't be, in order for it to have more power than you do.
Z