Cyan comments on Post Your Utility Function - Less Wrong
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It's still possible to prefer this state of affairs to one where they are beating me because they are contemptuous of me. Remember, we're talking about a function from some set X to the real numbers, and we're trying to figure out what sorts of things are members of X. In general, people do have preferences about the way things actually are.
But my spouse won't, and I have preferences about that fact. All other things being equal, my preference ordering is "my spouse never cheats and I believe my spouse never cheats" > "my spouse cheats and I find out" > "my spouse cheats and I believe my spouse never cheats" > "my spouse never cheats but I believe she does". If a utility function exists that captures this preference, it will be a function that takes both reality and my map as arguments.