This confused me for a long time too. I ultimately came to the conclusion that "utilitarianism" as that word is usually used by LessWrongers doesn't have the standard meaning of "an ethical theory that holds some kind of maximization of utils in the world to be the good", and instead uses it as something largely synonymous with "consequentialism".
"Consequentialism" is too broad, "utilitarianism" is too narrow, and "VNM rationality" is too clumsy and not generally thought of as a school of ethical thought.
This is a thread where people can ask questions that they would ordinarily feel embarrassed for not knowing the answer to. The previous thread is at close to 500 comments.