There are people who don't feel (as much) pleasure. I've heard clinical depression defined as anhedonia (plus some other stuff).

It's quite clear that there are different ways in which we're satisfied. I don't feel like I'm fully happy unless I'm satisfied in all of them (maybe I'm able to focus only on a momentarily intense and therefore hyper-salient satisfaction briefly, but not forever). This doesn't answer your question about pleasure, but I would equate utility to this global happiness.