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Wei_Dai comments on A fungibility theorem - Less Wrong
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I'm pretty sure Nisan meant to define "world-histories" in a way to exclude utility functions like that, otherwise it's hard to make sense of the convexity property that he assumes in his theorem. (Hopefully he will jump in and confirm or deny this.)
Yes, we should assume the agent has access to a source of uncertainty with respect to which the functions v_i are invariant.
In fact, let's assume a kind of Cartesian dualism, so that the agent (and a single fair coin) are not part of the world. That way the agent can't have preferences over its own decision procedure.