Clarifying the micro-conducting mechanism of digital inclusive finance under the constraint of cognitive heterogeneity is the key to preventing the "digital divide" from evolving into "wealth stratification". This paper constructs a stochastic dynamic optimization model with endogenous cognitive thresholds and innovatively introduces Monte Carlo simulation to construct the process of generating counterfactual data to confirm the robustness of the causal identification strategy in a limited sample. Empirical findings show that the enabling effect of digital inclusive finance on the diversity of household asset allocation presents a significant "J-shaped" nonlinear characteristic. There is a precise structural mutation point in cognitive ability, and below the threshold, the technology supply falls into an "ineffective trap"; only after crossing the threshold, the optimization benefits of configuration release explosively. The Monte Carlo evidence further confirms that the traditional linear model that ignores this threshold has a serious negative estimation bias. The conclusion of this paper implies that the high-quality development of inclusive finance urgently needs to shift from simply "technology access" to "cognitive empowerment" to block the intergenerational transmission of inequality.