This isn't a paradox about unbounded utility functions but a paradox about how to do decision theory if you expect to have to make infinitely many decisions.

I believe it's actually a problem about how to do utility-maximising when there's no maximum utility, like the other problems. It's easy to find examples for problems in which there are infinitely many decisions as well as a maximum utility, and none of those I came up with are in any way paradoxical or even difficult.