I'm trying to avoid eliding the difference between "I think the right thing to do is given by this rule" and "I always stick to this rule"... that is, the difference between having a particular view of what morality is, vs. actually always being moral according to that view.

But I agree that VNM-violations are problematic for any supposedly utilitarian agent, including humans who self-describe as deontologists and I assert above can nevertheless be modeled as utilitarians, but also including humans who self-describe as utilitarians.