If you could be told the exact date you would die, but not how or why, would you want to know?
Would you want to know how much time you have left, or is ignorance of that specific date truly bliss?
If you'd explain your reasoning that'd be great too. Hopefully not just a simple yes/no answer.
What Gray actually said was "Where ignorance is bliss, 'tis folly to be wise."
Alexander Pope answers your question in his "Essay on Man" in Epistle I. I hope you'll read this provocative argument for not knowing.
Pope says, "The bliss of man (could pride that blessing find)/ Is not to act or think beyond mankind;/ No pow'rs of body or of soul to share, But what his nature and his state can bear."
His advice is to know your limits:
Cease then, nor order imperfection name:
Our proper bliss depends on what we blame.
Know thy own point: This kind, this due degree
Of blindness, weakness, Heav'n bestows on thee.
Submit.—In this, or any other sphere,
Secure to be as blest as thou canst bear:
Safe in the hand of one disposing pow'r,
Or in the natal, or the mortal hour.
All nature is but art, unknown to thee;
All chance, direction, which thou canst not see;
All discord, harmony, not understood;
All partial evil, universal good:
And, spite of pride, in erring reason's spite,
One truth is clear, Whatever is, is right.
An Essay on Man: Epistle I by Alexander Pope : The Poetry Foundation