> Most of what we do is irrational. Entertainment is irrational. Music is irrational. Sex for pleasure is irrational.

None of those things are inherently irrational; they produce utility (subjective enjoyment is the definition of utility), and insofar as they are chosen against other alternatives to maximize realized utility, it's exactly rational.

Now, the absence of perfect knowledge and the fact that even with knowledge people don't always optimize total expected utility does mean that people are irrational, but the particular activities you point to are not inherently examples of irrationality any more than, say, investing in the stock market or wage labor are.