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I think I found a clearer way to state an argument that I and a few others have been trying to make. Sorry for the repetition if you already understood! The claim is that Pareto-optimal is not equivalent to utility weighting, in the following important sense:
Consider a decision procedure as a function from a set of feasible outcomes (lotteries over world-histories) to a particular outcome. Let's say we have a decision procedure that is guaranteed to always output Pareto optimal outcomes, against some set of utility functions. Is this decision procedure necessarily equivalent to maximizing EU using a linear aggregation of those utility functions? No, because for different feasible sets, you may need different weights on the individual utility functions to reach the decisions that the original decision procedure would make, in which case we cannot specify an equivalent function using EU maximization.
(Feedback requested as to whether this made the argument clearer to anyone.)
To be sure I understand:
For any given pareto-optimal solution, there is an equivalent utility-weighing that would give the same result. However, the weights will be different for each solution. (i.e. for any given X+Y = Z, I can say that X = Z-Y, but there are infinite possible combinations of values that match this pattern.)
Therefor, "find the correct pareto-optimal solution" is more efficient, since it always results in a solvable equation, whereas "find the correct utility weights" is under-specified since it doesn't tell you HOW to determine that?