As written, the utility calculation explicitly specifies 'long-term' utility; it is not a narrow calculation. This is Omega we're dealing with, it's entirely possible that it mapped your utility function from scanning your brain, and checked all possible universes forward in time from the addition of all possible facts to your mind, and took the worst and best true/false combination.

Accordingly, a false belief that will lead you to your death or maiming is almost certainly non-optimal. No, this is the one false thing that has the best long-term consequences for you, as you value such things, out of all the false things you could possibly believe.

True, the maximum utility/disutility has no lower bound. This is intentional. If you really believe that your position is such that no true information can hurt you, and/or no false information can benefit you, then you could take the truth. This is explicitly the truth with the worst possible long-term consequences for whatever it is you value.

Yes, it's pretty much defined as a sucker bet, implying that Omega is attempting to punish people for believing that there is no harmful true information and no advantageous false information. If you did, in fact, believe that you couldn't possibly gain by believing a falsehood, or suffer from learning a truth, this is the least convenient possible world.