There's no point in assuming completeness, being able to compare events that you won't be choosing between (in the context of utility function having possible worlds as domain).

Is there ever actually a two events for which this would not hold if you did need to make such a choice?

Updateless analysis says that you never actually choose between observational events.

I'm not sure what you mean. Outcomes do not have to be observed in order to be chosen between.

And there are only so many counterfactuals to consider (which in this setting are more about high-level logical properties of a fixed collection of worlds, which lead to their different utility, and not presence/absence of any given possible world, so in one sense even counterfactuals don't give you nontrivial events).

Isn't this just seperating degrees of freedom and assuming that some don't affect others? It can be derived from the utility axioms.