Sad philosophical moments

Here's something I'm going to begin collecting: comments made by philosophers in the context of debating some issue or another that they simply can't really believe. Consider the following claim made by Michael Slote, made in the context of discussing other minds skepticism:

"Even in cases where my own body is pain behaving and I feel no pain anywhere in my body, someone else may be feeling pain in my body."

If you're interested, I can reconstruct the line of reasoning that led him to the point of saying this. But right now I'd just like to dwell on the fact that once he was led to that point he didn't turn around and go home. Why not? Submissions of additional instances of this problem will be gladly welcomed, as will explanations of why philosophers do this.