And by the way, that's not a cheap analogy, because in Tegmark universe there exists a heaven where you will be after you die, assuming "heaven" = a place where you get 3^^^3 utility

Curiously, for all the enormous scope of the higher level Tegmark multiverses this isn't necessarily the case. The evaluation of utility is determined by an extrapolation from you. If you are the kind of person that does not have an unbounded utility function it is entirely possible that "heaven" does not exist even Tegmark's level IV ultimate ensemble. It would require going beyond that, to universes that aren't mathematically possible.