This does raise an interesting issue: if I'm a strictly selfish utilitarian, do I not want my utility function to be that which will attain the highest expected utility?
This is a particular form of wireheading; fortunately, for evolutionary reasons we're not able to do very much of it without advanced technology.
I am afraid that advanced technology is not necessary. Literal wireheading.
A few examples (in approximately increasing order of controversy):
If you proceed anyway...