I think Nesov's saying that you have a utility function, but you don't explicitly know it to the degree that you can make statements about its content. Or at least, it would be more accurate to use the best colloquial term, and leave the term of art "utility function" to its technical meaning.

Also, your penultimate paragraph sounds confused, while the paragraph it's responding to is confusing but coherent. Nesov's explicitly listing a variety of related but different categories that "utility function" gets misinterpreted into. He doesn't claim to believe that what he wants is different from what he wants.