No, it doesn't. I think you folk are all barking up the wrong tree.

The case for unbounded utilities rests on brains actually using something like surreal numbers to represent infinite utilities. I don't think there's any significant evolutionary pressure favouring such a thing - or any evidence that humans actually behave that way - but at least that is a theoretical possibility.

Absent such evidence, I think Occam's razor favours simple finite utilities that map onto the reinforcement-learning machinery evident in the brain.