That's a get out of utilitarianism free card. Many people's preferences include terms for acting in accordance with their own nonutilitarian moral systems.
Preference utilitarianism isn't a tool for deciding what you should prefer, it's a tool for deciding how you should act. It's entirely consistent to prefer options which involve you acting according to whim or some nonutilitarian system (example: going to the pub), yet for it to dictate -- after taking into account the preferences of others -- that you should in fact do something else (example: taking care of your sick grandmother).
There may be some confusion here, though. I normally think of preferences in this context as being evaluated over future states of the world, i.e. consequences, not over possible actions; it sounds like you're thinking more in terms of the latter.
Haven't had one of these for awhile. This thread is for questions or comments that you've felt silly about not knowing/understanding. Let's try to exchange info that seems obvious, knowing that due to the illusion of transparency it really isn't so obvious!