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I think this is implied by your comment that the issue is framed improperly, but just to point it out explicitly: the reason that this is a problem is because it would lead to segregation, inequality, and injustice in a society where the biased selection mechanism is used.

Even if it happens to be “optimal” in this case at assigning employees to positions based purely on the information available and their likelihood to succeed, biases can present other issues.

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While that may be true in reality no such externality consequences appear to be baked into the game theory of the experiment.

It's like having people or neural networks choose door 1 from door 2 without clear advantage to either of them and without making it clear that one door somehow represents "donating blood" while the other represents "kicking puppies".

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Isn’t exploration vs exploitation about the decision-making process, not about the actual reality in the world around you? It doesn’t matter if they are secretly identical or not. The exploration/exploitation trade-off is in the person making those decisions.
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I don't understand what you suggest that implies?
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I think they're saying that while it doesn't matter, the agent and human "do not actutally know" that it does not matter.

Philosophy sometimes says that knowledge is a "justified true belief"*; in this experiment, agents and humans have incorrectly justified a false belief that some applicants are better for certain roles.

* other times, it says this isn't good enough

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Of course it does, if you start filtering people out at random then you have pointlessly introduced the possibility of randomly filtering out the best candidate.
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You have no other information to go by in this scenario, so whatever you do you're equally likely to randomly exclude the best candidate.
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