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Vaniver comments on A summary of Savage's foundations for probability and utility. - Less Wrong
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My experience is that this is generally because of a measurement problem, not a reflectively endorsed statement.
Well, it's clearly pathological in some sense, but the space of actions to be (pre)ordered is astronomically big and reflective endorsement is slow, so you can't usefully error-check the space that way. cf. Lovecraft's comment about "the inability of the human mind to correlate all its contents".
I don't think it will do to simply assume that an actually instantiated agent will have a transitive set of expressed preferences. Bit like assuming your code is bugfree.