I don't see Nisan or benelliott's first comment doing any of that. (gwern could stand to be more civil.) What do you think the core problem is, and in what sense are the other comments avoiding it?
Perhaps I should elaborate on what I think the mistake is. First, let me tell you about when I made the same mistake. I once tried to point out that a rational agent may not want to do what it believes is rational if there are other agents around because it may not want to reveal to other agents information about itself. For example, if I were trying to decide between A = a trip to Ecuador and B = a trip to Iceland, I might prefer A to B but decide on B if I thought I was being watched by spies who were trying to ascertain my travel patterns and use this information against me in some way.
Someone else correctly pointed out that in this scenario I was not choosing between A and B, but between A' = "a trip to Ecuador that spies know about" and B' = "a trip to Iceland that spies know about," which is a different choice. I tried to introduce a new element into the scenario without thinking about whether that element affected the outcomes I was choosing between.
I think you're making the same kind of mistake. You start with a statement about your preferences regarding trips to Ecuador and Iceland and a new laptop, but then you introduce a new element, namely preparation time, without considering how it affects the outcomes you're choosing between. As Nisan points out, as an agent in a timeline, you're choosing between different world-histories, and those world-histories are more than just the instants where you get the trip or laptop. As benelliott points out, once you've introduced preparation time, you need to re-specify your outcomes in more detail to accommodate that, e.g. you might re-specify option E as E' = "preparation time for a trip + 50% chance the trip is to Iceland and 50% chance the trip is to Ecuador." And as gwern points out, any preparation you make for a trip when choosing option D will still pay off with probability 50%; you just need to consider whether that's worth what will happen if you prepare for a trip that doesn't happen, which is a perfectly ordinary expected value calculation.
Maybe the problem comes from my understanding of what the "alternative", "choice" or "act" in the VNM axioms is.
To me it's a single, atomic real-world choice you have to make: you're offered a clear choice between options, and you've to select one. Like you're offered a lottery ticket, and you can decide to buy it or not. Or to make my original example A = "in two months you'll be given a voucher to go to Ecuador", B = "in two months you'll be given a laptop" and C = "in two months you'll given a vouch...
Followup to : Is risk aversion really irrational?
After reading the decision theory FAQ and re-reading The Allais Paradox I realized I still don't accept the VNM axioms, especially the independence one, and I started thinking about what my true rejection could be. And then I realized I already somewhat explained it here, in my Is risk aversion really irrational? article, but it didn't make it obvious in the article how it relates to VNM - it wasn't obvious to me at that time.
Here is the core idea: information has value. Uncertainty therefore has a cost. And that cost is not linear to uncertainty.
Let's take a first example: A is being offered a trip to Ecuador, B is being offered a great new laptop and C is being offered a trip to Iceland. My own preference is: A > B > C. I love Ecuador - it's a fantastic country. But I prefer a laptop over a trip to Iceland, because I'm not fond of cold weather (well, actually Iceland is pretty cool too, but let's assume for the sake of the article that A > B > C is my preference).
But now, I'm offered D = (50% chance of A, 50% chance of B) or E = (50% chance of A, 50% chance of C). The VNM independence principle says I should prefer D > E. But doing so, it forgets the cost of information/uncertainty. By choosing E, I'm sure I'll be offered a trip - I don't know where, but I know I'll be offered a trip, not a laptop. By choosing D, I'm no idea on the nature of the present. I've much less information on my future - and that lack of information has a cost. If I know I'll be offered a trip, I can already ask for days off at work, I can go buy a backpack, I can start doing the paperwork to get my passport. And if I know I won't be offered a laptop, I may decide to buy one, maybe not as great as one I would have been offered, but I can still buy one. But if I chose D, I've much less information about my future, and I can't optimize it as much.
The same goes for the Allais paradox: having certitude of receiving a significant amount of money ($24 000) has a value, which is present in choice 1A, but not in all others (1B, 2A, 2B).
And I don't see why a "rational agent" should neglect the value of this information, as the VNM axioms imply. Any thought about that?