I don't see what the problem is with using measures over world histories as a solution to the problem of predictability.

It's not a generally valid solution (there are solutions that don't use measures), though it's a great solution for most purposes. It's just that using measures is not a necessary condition for consequentialist decision-making, and I found that thinking in terms of measures is misleading for the purposes of understanding the nature of control.

You said:

Without a measure, you become incapable of making any decisions, because the past ceases to be predictive of the future