Yep, that's a valid and serious objection, especially in the utilitarian context.

A couple of ways to try to deal with it: (a) point out the difference between instrumentality and goals. (b) point out that rationality is not binary but a spectrum, it's not a choice between winning all and winning nothing.

You can probably also reformulate the whole issue as "help you to deal with the life's problems -- let me show you how can you go about it without too much aggravation and hassle"...