I didn't provide evidence because I figured it just needed a bit of imagination. You provided one reason for such cases to come up in real life. Here's a case which is unlikely to come up in real life, but which makes the point clearly:

A is certain and immediate death, within the next ten seconds. B is a 100% chance of infinite torture (and therefore also infinite life.) I don't believe Alex would choose B. Or if, like Hopelessly Anonymous, he chooses B originally, he would change his mind after the torture started.