The phase "ignorance is bliss" has always rubbed me the wrong way, and I don't fully understand why, but glorifying ignorance is one of the main reasons. There are probably a good amount of examples where this handy phase doesn't sing true, but the most compelling -- to me at least -- is when everyone around you knows something you don't, and they are actively not telling you. It ends up creating this atmosphere of uneasiness, rather than the attended "bliss".
One anime that demonstrates this example pretty well, is Kamisama no Inai Nichiyoubi. There are two cases of this, and both have similar excuses -- that being, the people withholding the truth, are trying to protect a persons "innocence" -- but it all boils down to having one person do something that a group of people will not, or lack the ability to do.
You could consider this type of influence to be corrosive, almost to the point of questioning whether this lie was for said third party, or themselves.
Was telling Ai that everyone she knew in the villiage were alive, but in reality they were all dead, protecting her? Was keeping the fact that Ulla was the 'Idol of Murder' keeping her safe? Or were these lies merely there for the village/town's sake.
To me, it seemed more like a bunch of people trying to harness the power that Ai or Ulla had, in order to keep their society a float -- and possibly, flourishing thanks to them. You would think sacrificing one persons ignorance to benefit the group would be fine, but exploiting someone for their lack of knowledge is far too easy; when a child can only interact with this small group of people, and they all are saying things are fine, I would consider that to be indoctrination at its core -- and there is nothing that child can do about it, because this is everything they know about the world.
Of course, you can't really blame the people so much as the environment they have grown accustom to. In a world so corrupt, this was probably the best solution to surviving such a cruel world; however, leaving someone, that happens to be younger, out of the loop doesn't do any good in the long run. It may be less gray a world if at least one person is ignorant of their surrounding, but it still doesn't actually change a thing.
This is precisely why I wouldn't say ignorance is bliss, it just really depends on how you process the information. If you have the tools to deal with the harsh reality from the start, it might be easier to find its silver lining.
So who is that lie really protecting? Maybe that hope and innocence is still there, you just have to approach it in a different way than you are use to.