It means, it feels better to not know something. We have a saying "ignorance is bliss", meaning not knowing the truth about something feels much nicer than knowing the truth.

Ignorance is when you don't know something, have no knowledge of it. If you don't know what someone is, let's say, cheating on you with another, your feelings won't be hurt and your heart wouldn't get broken because you'd have no knowledge of it. So, in that way, ignorance is kind because it doesn't hurt you the way some kinds of knowledge can. But, if at some point you acquire that harmful knowledge, in which case you would no longer be ignorant, you could be hurt as he says "There's no comfort in the truth, pain is that all you'll find" We have a couple sayings that are similar here in the US - "Ignorance is bliss" and another - "What you don't know won't hurt you." Hope that makes it a little more clear. Cheers.