I don't think self-deception is bad if you are aware that you're doing it, or that there's a strong possibility that that's what you're doing? I think it's bad if it's a deception that happens without your awareness, or is somehow extrapolated from beliefs that are pushed on you as a child, or similar, but if first you have analysed things down into the ground as much as seems to be possible, I don't see anything inherently bad about then building yourself a few beliefs to make the world a better place for yourself/those around you. Though it might depend on what those beliefs are and what you do with them, I guess.

& yes, there are things I believe/believe in that I wouldn't stop believing even if they were proved beyond all doubt to be false, because they are nice things, and they make my world nicer. I know what they are, though, and where the edges are, a bit like deliberately putting a nice painting over a stain on the wall. You know the stain is there, and that you put the painting there to cover it up because you can't do anything about the stain, but that doesn't make it wrong to enjoy looking at the painting.