EDIT: Doesn't work, see Wei Dai below.
This isn't a bug in CEV, it's a bug in the universe. Once the majority of conscious beings are Dr. Evil clones, then Dr. Evil becomes a utility monster and it gets genuinely important to give him what he wants.
But allowing Dr. Evil to clone himself is bad; it will reduce the utility of all currently existing humans except Dr. Evil.
If a normal, relatively nice but non-philosopher human ascended to godhood, ve would probably ignore Dr. Evil's clones' wishes. Ve would destroy the clones and imprison the doctor, because ve was angry at Dr. Evil for taking the utility-lowering action of cloning himself and wanted to punish him.
But everything goes better than expected! Dr. Evil hears a normal human is ascending to godhood, realizes making the clones won't work, and submits passively to the new order. And rationalists should win, so a superintelligent AI should be able to do at least as well as a normal human by copying normal human methods when they pay off.
So an AI with sufficiently good decision theory could (I hate to say "would" here, because making quick assumptions that an AI would do the right thing is a good way to get yourself killed) use the same logic. Ve would say, before even encountering the world "I am precommiting that anyone who cloned themselves a trillion times gets all their clones killed. This precommitment will prevent anyone who genuinely understands my source code from having cloned themselves in the past, and will therefore increase utility." Then ve opens ver sensors, sees Dr. Evil and his clones, and says "Sorry, I'd like to help you, but I precommited to not doing so," kills all of the clones as painlessly as possible, and get around to saving the world.
"I am precommiting that anyone who cloned themselves a trillion times gets all their clones killed. This precommitment will prevent anyone who genuinely understands my source code from having cloned themselves in the past, and will therefore increase utility."
Wait, increase utility according to what utility function? If it's an aggregate utility function where Dr. Evil has 99% weight, then why would that precommitment increase utility?
It’s the year 2045, and Dr. Evil and the Singularity Institute have been in a long and grueling race to be the first to achieve machine intelligence, thereby controlling the course of the Singularity and the fate of the universe. Unfortunately for Dr. Evil, SIAI is ahead in the game. Its Friendly AI is undergoing final testing, and Coherent Extrapolated Volition is scheduled to begin in a week. Dr. Evil learns of this news, but there’s not much he can do, or so it seems. He has succeeded in developing brain scanning and emulation technology, but the emulation speed is still way too slow to be competitive.
There is no way to catch up with SIAI's superior technology in time, but Dr. Evil suddenly realizes that maybe he doesn’t have to. CEV is supposed to give equal weighting to all of humanity, and surely uploads count as human. If he had enough storage space, he could simply upload himself, and then make a trillion copies of the upload. The rest of humanity would end up with less than 1% weight in CEV. Not perfect, but he could live with that. Unfortunately he only has enough storage for a few hundred uploads. What to do…
Ah ha, compression! A trillion identical copies of an object would compress down to be only a little bit larger than one copy. But would CEV count compressed identical copies to be separate individuals? Maybe, maybe not. To be sure, Dr. Evil gives each copy a unique experience before adding it to the giant compressed archive. Since they still share almost all of the same information, a trillion copies, after compression, just manages to fit inside the available space.
Now Dr. Evil sits back and relaxes. Come next week, the Singularity Institute and rest of humanity are in for a rather rude surprise!