Two subtleties here:
1) The neutrino detector is evidence that the Sun has exploded. It's showing an observation which is 36^H^H 35 times more likely to appear if the Sun has exploded than if it hasn't (likelihood ratio of 35:1). The Bayesian just doesn't think that's strong enough evidence to overcome the prior odds, i.e., after multiplying the prior odds by 35 they still aren't very high.
2) If the Sun has exploded, the Bayesian doesn't lose very much from paying off this bet.
Can you explain that more clearly? It seems that the sun exploding is so unlikely that the outcome doesn't matter. Perhaps you are confusing odds and probability?
http://xkcd.com/1132/
Is this a fair representation of frequentists versus bayesians? I feel like every time the topic comes up, 'Bayesian statistics' is an applause light for me, and I'm not sure why I'm supposed to be applauding.