One thing that goes along with this is the idea that possible courses of action in any given situation can be sorted according to moral desirability.

This isn't necessary for the proof to work AFAICT. All you need is to be able to say is "In context A, action X is the moral action," i.e., there just needs to be a "best" action. Then set U(best action) > U(anything else).

The only thing I'd add is that this doesn't map onto a materialist consequentialism. If you were part of the crew of a spacecraft unavoidably crashing into the Sun, with no power left and no communications - is there still a moral way to behave - when nothing you do will show in the material world in an hour or so? Many moral theories would hold so, but there isn't a material consequence as such...

Every action you take has material consequences. You are, after all, made of material.