ata comments on Harry Potter and the Methods of Rationality discussion thread, part 5 - Less Wrong
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You can't "try a counterfactual mugging" unless you are Omega (or some other entity with a lot of money to throw away and some unusually and systematically accurate way of predicting people's behaviour under counterfactual interventions).
And if you are... then those who are inclined to pay in counterfactual mugging will win more from it on average. That's the whole point. If you accept the premises of the problem (Onega is honest and flipped a fair coin, etc.), paying really is the winningest thing to do.