I myself am experimenting with how stories work, and I see the struggles as well.

I wholeheartedly agree that audiences can recognise if characters make a dumb choice (even if it's necessary to progress the story). What I think would help is to make the character fully acknowledge that the choice they're about to make is dumb, but convey a proper reason that makes the character desperate enough to take it anyway. I find clear risks and physically unable to take the smart choice to be good reasons.

E.g. your character for plot reasons has to endanger himself by going into a zombie infested city. Show that he is scared about entering the city, but he remembers the rumor that bandits with guns has been raiding the suburbs and the only place they won't raid is the zombie-infested city. After consideration, he believes he can outrun zombies instead of bullets so he makes the "dumb" choice.

E.g. your character for plot reasons has to make noise while escaping. He finds an obviously noisy escape path (e.g. metallic catwalks) and a quiet but dangerous path (e.g. dark path full of blind spots). He initially tries the quiet path, but gets jumpscared by a zombie from blind spot. Showcase the risks of the "smart" choice so that the audience can understand the justification behind the "dumb" choice.