You can't have your cake and eat it too. If the probability is low enough, or the penalty mild enough, that the rational action is to take the gamble, then necessarily the expected utility will be positive.

Taking your driving example, if I evaluate a day of work as 100 utilons, my life as 10MU, and estimate the probability to die while driving to work as 1/M, then driving to work has an expected gain of 90U.