Unknowns do not always have negative consequences for their bearers. In fact, people can benefit from unknowns. They have uses for them.  In an early paper (Smithson, 1993) I argued that researchers need ignorance because without it there is nothing left to discover or learn. I've since gone on to write about things people would rather not know, things people never want to know, and the justifications behind their preferences on this matter. It's taken a while for researchers to follow this lead, but now we see a 2021 edited book on deliberate ignorance. In addition, there are some kinds of unknowns that we routinely domesticate and exploit. Chief among these is randomness.

References:
Smithson, M. (1993). Ignorance and science: Dilemmas, perspectives, and prospects. Knowledge: Creation, Diffusion, Utilization, 15: 133-156.