Isn't it pretty much the optimal behavior as evidenced e.g. by multi-armed bandit algorithms and explore-exploit balance in reinforcement learning?
As far as I can tell, here it seems humans value choices over expected value. In other words, humans pay for the perception of freedom.
I.e. it's not that humans value choices over expected value, since valuing choices actually is the correct way to get larger expected value (with caveats such as how explore vs exploit tradeoff needs to be changed over time) - the message isn't that humans "pay for the perception of freedom" but that human evolved values, even seemingly irrational such as "need for perception of freedom" are actually close to mathematically optimal behavior.