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Personally, I think selecting for intelligence is a non-brainer and should not be controversial. Being smarter is good for the kid in the same way that not being blind or not being psychotic is.
The slippery slope would be parents (or states) selecting on criteria which are not in the interests of the kid to have.
Selecting superficial criteria like eye color is already a bit icky. Green eyes work just as well as blue eyes, so it is not directly against the interests of the kid if it is picked by eye color, especially if it's parents really have a strong preference for an eye color. In a world in which not everything can be optimized simultaneously, one could however argue that that kid would have benefited more from being selected for an additional IQ point.
And then you have myriad selection criteria where the interests of the kid and the parents diverge. For now, these seem to be far beyond what current genetics can predict. If kids will keep near their place of birth, will keep following their religion and will end up with a sexual orientation and life style their parent approve is not very predictable from genetics, even though these certainly have a genetic component.
Optimizing for professional sports likewise could likewise easily be detrimental to a kid. Most things which influence sport performance come with trade-offs. Being the tallest person on earth will really help in basketball, but also comes with severe health drawbacks. Likewise for high testosterone. Anyone selecting an XY fetus with androgen insensitivity syndrome in the hope that her kid can perform at an Olympic level is likely not doing their kid any favors.
Sex selection (which only requires an ultrasound, no fancy genetics) is another thing which can often be detrimental to the kid. I mean, if a couple uses it for their second kid to balance their family gender ratio, I have no issue with it -- the prevalence of families with unbalanced gender ratios does not seem especially important to preserve. On the other hand, some societies will have a general preference, which will lead to skewed ratios, which is likely not in the kids best interests.
A related scissor statement would be "parents should prefer socially favored phenotype embryos in bigot societies". For example, if I had to chose between being born as a boy missing a foot or a healthy girl in Afghanistan, I would much rather be the cripple. It is uncontroversial that the quality of life impact on a disability depends on society (like the presence or absence of wheelchair ramps), but likewise one could postulate 'pseudo-disabilities' which are entirely caused by societies reaction to a phenotype. One might argue that if QALY's and the like are supposed to track utility, one should indeed treat 'living under the Taliban as a women' as a disability.
Of course, for the Afghan example, this point is largely moot, most couples living in Afghanistan do not have access to sex-selective abortion.
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