As the amount of harm threatened gets larger, the probability that the mugger is maximizing approaches unity.

It seems entirely possible that some finite nonzero fraction of "matrix lords" is capable of carrying out arbitrarily large threats, or of providing arbitrarily large rewards (provided that the utility function by which you judge such things is unbounded).

As the probability that the mugger is engaged in maximizing approaches unity, the likelihood that the mugger’s claim is true approaches zero.

It is possible that the mugger is maximizing while still telling the truth.