But what constitutes a better heuristic is context dependent. In particular, if I must make a decision in a time-constrained manner then any heuristic that blows the time budget is going to be worse even if it would be better given more time. And one can't really know in advance how much time spent thinking is optimal. So one has to pick a strategy. The fact that humans have evolved to use a variety of strategies fast and slow (depending on the human) suggests that there is no single optimal strategy.

See also Gigerenzer's Ecological Rationality.