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TheOtherDave comments on Philosophical Landmines - Less Wrong
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The agents that can be modeled as having a utility function are precisely the VNM-rational agents. Having a deontological rule that you always stick to even in the probabilistic sense is not VNM-rational (it violates continuity). On the other hand, I don't believe that most people who sound like they're deontologists are actually deontologists.
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.