I see two main problems with the way the lesswrong-type people try to do Bayesianism as a life philosophy. The first is that claiming to be rational* and having "priors" and "updating" them instead of "beliefs" and "changing" them is humblebragging and doesn't admit that you have beliefs that might be wrong. Even if the original idea was to make you more humble, it's dangerous when it spreads to people like young male VCs and Elon Musk who already have the world's biggest egos.
The second is there's no way to set priors for silly ideas and they won't admit some things just ain't gonna happen, which means they've accidentally started a religion by refusing to not believe in various logic traps they call "existential risks" like Roko's basilisk, evil AI gods enslaving them, and so on.
* for some reason they call themselves rationalist which implies being "rational", aka "always right", even though they are explicitly not rationalist, but empiricist!