It also isn't clear that it is. So why use surreals? Use something better-suited to the particular problem you're solving; surreals are overkill and introduce serious problems (I'll expand on this in a cousin comment). There are so many ways to handle infinities depending on what you're doing; there's nothing wrong with designing one to suit the situation. Don't use surreals just because they're recognizable!

(I would say that the right way to handle infinities here is to simply use the extended nonnegative real numbers -- i.e. to not really use a system of multiple infinities at all. I'll expand on this in a cousin comment. Actually I would argue that utilities should really be bounded, but that's a separate argument.)