What if, in building a non-Löb-compliant AI, you've already failed to give it part of your inference ability / trust-in-math / whatever-you-call-it? Even if the AI figures out how to not lose any more, that doesn't mean it's going to get back the part you missed.

Possibly related question: Why try to solve decision theory, rather than just using CDT and let it figure out what the right decision theory is? Because CDT uses its own impoverished notion of "consequences" when deriving what the consequence of switching decision theories is.