God knows what will do us good or hurt. We ought to direct our wants and desires to the pleasure of God. The will of God must be given first place and our will must follow His will. This is not easy for any of us.
Most folks like to think well of themselves.
And in Christ this is a great idea. But we are all still stricken with wills that are corrupt and often guided by darkness. And while sanctification is making progress in us, it does not change the fact that our wills are still fallen and wicked. If we let ourselves be led by our will and ignore the will of God, it is as if we allow ourselves to be dictated by an ignorant ruler when we could have had a wise, loving ruler. No one really likes to think of themselves as corrupt.