I mean, as a utility maximiser, that must be the reason you wanted to stop yourself from getting negative utility from things when those things would continue anyway; because you attach negative utility ... to attaching negative utility!

I think it might be useful here to draw on the distinction between trying to help and trying to obtain warm fuzzies. If something bad is happening and it's impossible for me to do anything about it, I'd rather not get anti-warm fuzzies on top of that.