At least part of the problem might be that you believe now, fairly high confidence, as an infinite set atheist or for other reasons, that there's a finite amount of fun available but you don't have any idea what the distribution is. If that's the case, then a behavior pattern that always tries to get more life as a path to more fun eventually ends up always giving away life while not getting any more potential fun.

Another possibility is that you care somewhat about the fraction of all the fun you experience, not just about the total amount. If utilities are relative this might be inevitable, though this has serious problems too.