You are correct, of course. Nopony in their right mind would pursue knowledge that they know would corrupt them or drive them mad unless they were already evil or insane to begin with, but stories of such dark or forbidden lore are rarely so cut and dry. Typically what you would see are ponies who know full well of the corrupting or sanity-destroying properties of the knowledge they seek, but go ahead and seek it anyways. Either they think that they can overcome said corruption or insanity (and are punished for their hubris in the process), or they think that what they are doing is the right, either from a misguided or twisted sense of morality or because they’ve already crunched their ethical calculus and found that their loss is worth the gain for the greater good.
Now, if you prefer horror over your standard drama, you’ll see ponies who uncover such dark knowledge unwittingly, unleashing Celestia-knows-what upon themselves and the world. By the time they realize that they ventured where they shouldn’t, it is too late (well, too late for everypony but the heroes, of course). Personally, I find this very frightening, for it doesn’t take much to imagine a situation where the dire consequences wouldn’t show themselves until much later, and by that time it is far, far too late to do anything about it. Just think, ordinary philosophers like you and me could be rushing headlong into a minefield of dangerous knowledge in a naïve and well-meaning pursuit of wisdom, where our own innate sense of curiosity could be turned against us just because we simply wished to know and understand. The vanguard of progress and ponykind’s brightest hope for the future, yet also its greatest threat, potentially leading all of ponykind into total and complete ruin. It would make a fine story, don’t you think?
Oh, and tea would be lovely! I’ll have some chai or rooibos if you have it, but I’m not picky.