[pyduan]

Well, even if I try to embrace your argument — life itself is an iterated version of a more general decision game. It doesn't have to be Monty Hall specifically.

Over the course of your life, if whenever you have a choice to make you choose the lower probability strategy (here with the Monty Hall example it's not even an expected-value vs. variance tradeoff, switching is just all-around more optimal) you will most definitely end up worse off in the end.