As you hint at, any damn decision you could possibly make has at least a 1/3^^^3 chance of causing at least 3^^^3 utility (or -3^^^3 utility). Talking about muggers and simulations and anthropics and stuff is just a distraction from the main problem, which is that as far as I know we don't yet have a very good justification for pretending that there's any particular straightforward symmetry-enforcing (meta-)rule keeping utility from swamping probabilities.

Unrelated observation: That we don't seem to have a problem with probabilities swamping utility might mean that the fact that utility is additive where probabilities are multiplicative is messing with our intuitions somehow.