I can avoid dutch booking by applying the laws of probabiity correctly. (And in contexts that have nothing to do with morality). Do you think probability and consequentuialism are somehow the same?
There are certain arguments which people on lesswrong are expected to know. Maybe the arguments for consequentialism are not among them?
I would recount them for you, but I don't really think that will do any good.
I have been reading the material on ethics and have yet to see such an argument. There is tendency to talk in terms of utility functions, which tends to lend itself to a consequentialist way of thinking, but that is not so much proof as "if the only tool you have is a hammer...".
I also notice that there are a lot of ethical subjectivists and non cognitivsts on LW. Maybe you could point them to this wonderful proof, if I am beyond hope.
Deciding with a well-behaved preference order includes but is not limited to probability.
Consequentialism doesn't contradict those philosophies.
The arguments I know are, a la MixedNuts, bad things happen if you aren't a utility maximizer.
You can maximize a subjective utility function.
Y'all know the rules: