Some choices are net positive despite increasing negative outcomes
Never mix friendship and money. Never lend a friend money you can't afford to lose. There are many adages like this, and they are great advice for preserving friendships. They are, however, terrible advice if you're optimizing for the quality of life of your friends. Our society produces a lot of people and households that occasionally have a few hundred or thousand extra dollars (e.g. biweekly payroll giving an “extra” paycheck every six months), but are also occasionally broke enough that that same amount would have a huge impact on future life trajectory (e.g. fixing a broken car needed for work). If you live in that slice of society, as I have for a significant chunk of my life, then you could lend that extra money to a friend when they need it, but you would need it to be repaid. Only gifting what you can afford to lose would mean not helping when your friend needs it. Unfortunately, the course of action here that helps the most also occasionally leads to bad outcomes that would have been avoided otherwise. Sometimes you're going to lose your job when they refuse to repay you, or lose your friend or get them or yourself ostracized from a larger friend group when you insist.
This same concept applies to a lot of social norms and best practices in life and business. Our culture has built up a mountain of tradition focused on maintaining short term happiness and interpersonal relationships, at the expense of long term and more widespread benefits. I am pretty sure that almost all of these should be done away with, and I choose to be the change that I want to see in the world. Unfortunately this leads to me having a lot more conflict than most people do. Where that really goes off the rails is when people don't recognize or understand that connection, and instead conclude that the frequency of the negative interactions must say something else about me that is slightly to significantly worse (e.g. I am actively trying to hurt people). In an attempt to better describe this phenomenon, I'm going to elaborate on a few recurring examples here.
The most impactful example I have is establishing large intentional communities, e.g. coliving or cohousing. This is something almost no one will ever try. Relatively few people will even take responsibility for filling a 3 bedroom flat, let alone getting 5-20 people to live and do other things together or even own property together. Because you don't try this, you never experience the consequences. The moment I pull the trigger on a project like that, I am committing to dozens of very negative outcomes in the future. People will end up crying. Someone will get kicked out of their home. Some romantic relationships will end disastrously. I know these things will happen. I couldn't do this (again) if I wasn't comfortable with those outcomes, and many people refuse to try when they realize what will ensue. You see those outcomes and conclude that I've done something wrong, that there must have been a way to avoid them, but most of you don't seem willing to discuss or apply critical thought to that conclusion.
There's also the lending of money to friends that I described above. You probably never do this, so you never encounter the failure modes. Because you never do this, you probably also don't consider asking your friends, and they don't consider asking you, so you probably aren't even aware of how much good could be done otherwise. You perceive me as being unreasonably confrontational, even though you don't know how confrontational you would be in the same situation. I perceive you as being a less good friend, to all the friends you could have helped but didn't.
On a related note, we have “Never talk about politics or religion in polite company”. This rule optimizes for interpersonal harmony. It reduces the frequency of loud disagreements with people you otherwise want or need to be around. Unfortunately, it also produces a society in which there is very little awareness of political issues and most people's political positions are never effectively challenged. So here I am, talking to acquaintances about politics and religion, even though I know that will lead to arguments and worse, because I think the large scale long term good outweighs the local immediate bad. Fortunately, this one seems to be on the decline as a social norm, and I regularly find myself surrounded by people who consider these topics fair game. Hopefully more items on this list trend in that direction.
Another example is radical honesty. I take pride in not intentionally misleading people. It's an intentional choice that I've put thousands of hours of thought and discussion into. I know that it will cause problems, but I believe that the benefits outweigh those problems. Almost every time someone engages with me on this subject, they start off trying to explain some alternate course of action that they predict would have achieved similar positive outcomes without the associated negative outcomes. Almost every time one of those people is willing to dive deep into their suggestions, it becomes clear that there was a component of intentional misleading buried in some of their ideas. Often they weren't even aware of it. Without that being brought to their attention, they stick to the original position that the less-negative results could have been achieved without dishonesty.
There is also paternalism, or avoiding it, in interpersonal interactions. When you and I are interacting on a contentious matter and I can tell it's making you upset, I could walk away. I could judge that your upsetness is more important than whatever other issue we're trying to resolve. This would be extremely patronizing of me toward you. If, instead, I allow you to be the judge of those two priorities, and to decide whether the upsetness or the issue are more important to you, then we're going to have the unpleasant interaction for longer. By committing in advance to not being paternalistic, I am ensuring that more of those negative interpersonal outcomes happen. I judge that the world would be a worse place if I substituted my judgment for yours more often, so I don't do that, even though I know the consequences.
A relatively broad general category is when someone in authority (or even not) is violating my (or your) civil or property rights. The widespread pattern of letting those people get away with that sort of misbehavior is harmful to our entire society. I decline to contribute to that pattern. I conclude that by fighting back against these things, I am moving a very big needle a very small amount. I judge that good to outweigh the harms of the individual confrontations, even though negative outcomes are extremely common.
As I said in a specific context above, you perceive me as being unreasonably confrontational, even though you don't know how confrontational you would be in the same situation. This actually applies across all of these examples. The most common response I've seen to this is “of course not, I avoid those situations”... but that just brings us back to the question of whether you're helping or harming by avoiding those situations. It's easy to avoid hurt and harm by never doing anything, but I think we can all agree that you should at least occasionally do something, so there must be some acceptable threshold even if you've not thought it through previously.
I could go on. I've encountered many other examples of this thing, including in ways I live my own life, each many separate times. But more examples isn't the point. The point is that there's an underlying pattern here, and that's what I am trying to bring to your attention. My hope is that by gaining even a little understanding of a few of these examples, you'll be able to spot the pattern when it applies to arbitrary other scenarios. That said, I'm happy to discuss other examples that you have in mind, or any of the nuance of the examples I've given above.