If by value you mean "place utility on" then that doesn't follow. As I said, utility has to do (among many other things) with risk aversion. You could be willing to pay twice as many dollars for twice as many DALYs and yet not place twice as much utility on twice as many DALYs. Assuming that 1 DALY = 1 utilon, then the utility of x DALYs is by definition 1/p, where p is the probability at which you would pay exactly 1 DALY to get x DALYs with probability p.

Again, having all DALYs be equally valuable doesn't mean that your utility function scales linearly with DALYs, you could have a utility function that is say sqrt(# DALYs) and this would still value all DALYs equally. Although also see Will_Newsome's comments elsewhere about why talking about things in terms of utility is probably not the best idea anyways.

If by utility you meant something other than VNM utility, then I apologize for the confusion (although as I pointed out elsewhere, I would then take objection to claims that you should maximize its expected value).