They may do, but they are still missing many of the physical reactions one might have to genuinely being offered large sums of money - excitement, adrenalin etc - and these are bound to have some effect on people's decision making processes.

Perhaps a way around this would be to conduct several thought experiments with a subject in one sitting, and tell them beforehand that 'one of the offers in these thought experiments is real and you will receive what you choose - although you will not know which one until the end of the experiment'.

This would be a good way to induce their visceral reactions to the situation, and of course, disappointingly perhaps, a more modest-sum-involving thought experiment at the end could provide them with their dividend.

Also worth noting: Deal or No Deal (UK version) demonstrates the variety of reactions and strategies people have to this sort of proposition. The US version is just silly though :)