When sharing a common goal, confident and competent members are often motivated to contribute to the group, boosting its decision performance. However, it is unclear whether this process remains effective when members can opt in or out of group decisions and prioritize individual interests. Our laboratory experiment and cognitive modeling showed that confidence, competence, and a preference for risk motivated participants’ opt-out decisions. Whereas the majority decisions by voters who remained in the group were inferior to individual decisions by loners who opted out in an easy task, this was reversed in a difficult task. Bootstrap-simulation analyses decomposed these outcomes into the effects of group size and bias in the distribution of the voters’ accuracy accruing from the opt-in/out mechanism, demonstrating how these effects interacted with task difficulty. Our results suggest that the majority rule still works to tackle challenging problems even when individual interests are emphasized over collective performance.