"that equally large tiny probabilities offer opposite payoffs for the same action (the Muslim God will damn you for believing in the Christian God)." Utilitarian would rightly attack this, since the probabilities almost certainly won't wind up exactly balancing. A better argument is that wasting time thinking about Christianity will distract you from more probable weird-physics and Simulation Hypothesis Wagers.

A more important criticism is that humans just physiologically don't have any emotions that scale linearly. To the extent that we approximate utility functions, we approximate ones with bounded utility, although utilitarians have a bounded concern with acting or aspiring to act or believing that they aspire to act as though they have concern with good consequences that is close to linear with the consequences, i.e. they have a bounded interest in 'shutting up and multiplying.'