That's what I'd do too. If all utilities equal 0, then there's no reason not to act as though utilities are non-zero. There's also no reason to privilege any set of utilities over any other set. Firstly this means that if there's any probability that utilities don't really all equal zero (maybe EY's proof is flawed, maybe my brain made an error in hearing the proof and it really proves something else entirely...) then the p-mass on "all utilities are 0" should have no effect on my decisions. If it actually is true, with probability 1 (which EY says doesn't exist, but I'm not sure whether that's true[*]), then I have no reason to behave differently, nor any reason to behave the same, so in some sense I "may as well" behave the same - but I can't formalise this, because of course there's no negative utility attached to "changing one's behaviour". I wonder if it can be got out of a limit - whether my behaviour in the limit as P(all utilities are 0) goes to 1 ought to define my behaviour when it equals 1 - but defining behaviour of limit to equal limit of behaviour is precisely what makes unbounded utility functions Dutch-bookable (as EY showed in Trust in Bayes).
So... I'd behave exactly as I do now, believing in utility functions, but I can't justify that if I know for certain that all utilities are 0. Given that I haven't thus far accepted the argument that '0 and 1 are not probabilities', this is disturbing and confusing, hence maybe I should accept that argument; at least, updating on this has caused me to raise my probability estimate that 0 and 1 are not probabilities.
[*] If I were sure that ¬\exist X : P(X) = 1, then P(¬\exist X : P(X) = 1) = 1, in which case things break. A formal system can't talk about itself coherently. (That 'coherently' is necessary, because Gödel numberings do allow PA to do something that looks to us like "talk about itself", but you can't conclude PA is talking about itself unless you have some metatheory outside PA, which ends up recursing to a skyhook.)
To those who say "Nothing is real," I once replied, "That's great, but how does the nothing work?"
Suppose you learned, suddenly and definitively, that nothing is moral and nothing is right; that everything is permissible and nothing is forbidden.
Devastating news, to be sure—and no, I am not telling you this in real life. But suppose I did tell it to you. Suppose that, whatever you think is the basis of your moral philosophy, I convincingly tore it apart, and moreover showed you that nothing could fill its place. Suppose I proved that all utilities equaled zero.
I know that Your-Moral-Philosophy is as true and undisprovable as 2 + 2 = 4. But still, I ask that you do your best to perform the thought experiment, and concretely envision the possibilities even if they seem painful, or pointless, or logically incapable of any good reply.
Would you still tip cabdrivers? Would you cheat on your Significant Other? If a child lay fainted on the train tracks, would you still drag them off?
Would you still eat the same kinds of foods—or would you only eat the cheapest food, since there's no reason you should have fun—or would you eat very expensive food, since there's no reason you should save money for tomorrow?
Would you wear black and write gloomy poetry and denounce all altruists as fools? But there's no reason you should do that—it's just a cached thought.
Would you stay in bed because there was no reason to get up? What about when you finally got hungry and stumbled into the kitchen—what would you do after you were done eating?
Would you go on reading Overcoming Bias, and if not, what would you read instead? Would you still try to be rational, and if not, what would you think instead?
Close your eyes, take as long as necessary to answer:
What would you do, if nothing were right?