But if that complex task would include building something, then it opens more opportunities. Especially if it includes constructing robots (or nanorobots), that is possibly autonomous general-purpose builders. Then the correct (utility-maximizing) answer could include an instruction to build a robot with a hidden function that human builders won't notice.

But it isn't the correct answer. Only if you assume a specific kind of AGI design that nobody would deliberately create, if it is possible at all.

The question is how current research is supposed to lead from well-behaved and fine-tuned systems to systems that stop to work correctly in a highly complex and unbounded way.

Imagine you went to IBM and told them that improving IBM Watson will at some point make it hypnotize them or create nanobots and feed them with hidden instructions. They would likely ask you at what point that is supposed to happen. Is it going to happen once they give IBM Watson the capability to access the Internet? How so? Is it going to happen once they give it the capability to alter it search algorithms? How so? Is it going to happen once they make it protect its servers from hackers by giving it control over a firewall? How so? Is it going to happen once IBM Watson is given control over the local alarm system? How so...? At what point would IBM Watson return dangerous answers? At what point would any drive emerge that causes it to take complex and unbounded actions that it was never programmed to take?