There is a saying, "ignorance is bliss". And sometimes, this can be true. We live blissfully unaware of many things. There is even a category of memes, "that's a thing you know now", designed to evoke specific, often negative emotions, just by revealing a truth you were previously unaware of.
But here's the thing about blissful ignorance: It is often temporary. And the longer it lasts, the less blissful the consequences. By contrast, to quote another saying, "knowledge is power". Ignorance may make you temporarily "happy" by avoiding the stress of an existing problem, but knowledge of that problem is the first step to solving it.
As an example, death is not a pleasant thought. We all know we're going to die, but let's be honest, most of us would be happier if we didn't know it. That is, until it's our turn. Knowing about death enables us to delay it, and prepare for it. If you were ignorant of death, you might be reckless, but knowing about death enables you to make wise choices, both about how you spend your life, and what happens after.
The truth sets us free because it both generates wisdom and helps us know our Creator. The truth of God's love sets us free from many things, most notably bondage to sin. We now know that we were built for a better purpose than this futile life. We are no longer confused, blowing around with every wind of doctrine. Rather, we are aware of our purpose, and how to fit into it. This is peace: To know and obey the Lord.