A causal reasoner will compute about P(utility=U| do{action=$5}), which doesn't run into this trouble. This is the approach I recommend.
Probabilistic reasoning about actions that you will make is, to the best of my knowledge, not a seriously considered approach to making decisions outside of the context of mixed strategies in game theory, and even there it doesn't apply that strong, as you can see mixed strategies as putting forth a certain (but parameterized) action whose outcome is subject to uncertainty.
I don't think your sketch is correct for two reasons:
What I am saying is that I don't assume that I maximize expected utility. I take the five-and-ten problem as a proof that an agent cannot be certain that it will make the optimal choice, while it is choosing, because this leads to a contradiction. But this doesn't mean that I can't use the evidence that a choice would represent, while choosing. In this case, I can tell that U($10) > U($5) directly, so conditioning on A=$10 or A=$5 is redundant. The point is that it doesn't cause the algorithm to blow up, as long I don't think my probability of maxim...
If it's worth saying, but not worth its own post, even in Discussion, it goes here.