There is a sense in which anything that makes choices does have a utility function - the utility function revealed by their choices. In this sense, for example, that akrasia doesn't exist. People prefer to procrastinate, as revealed by their choice to procrastinate.

People frequently slip back and forth between this sense of "utility function" (a rather strange description of their behavior, whatever that is) and the utilitarian philosophers' notions of "utility", which have something to do with happiness/pleasure/fun. To the extent that people pursue happiness, pleasure, and fun, the two senses overlap. However, in my experience, people frequently make themselves miserable or make choices according to lawful rules (of morality, say) - without internal experiences of pleasure in following those rules.