Not that I fully support utility functions as a useful concept, but having a consistent one also keeps you from dutch booking yourself. You can interpret any decision as a bet using utility and people often make decisions that cost them effort and energy but leave them in the same place where they started. So it's possible trying to figure out one's utility function can help prevent eg anxious looping behavior.

You are of course correct about the concrete scenario of being Dutch Booked in a hypothetical gamble (and I am not a gambler for reasons similar to this: we all know the house always wins!). However, if we're going to discard the Dutch Book criterion, then we need to replace it with some other desiderata for preventing self-contradictory preferences that cause no-win scenarios.

Even if your own mind comes preprogrammed with decision-making algorithms that can go into no-win scenarios under some conditions, you should recognize those as a conscious self-patching human being, and consciously employ other algorithms that won't hurt themselves.

I mean, let me put it this way, probabilities aside, if you make decisions that form a cyclic preference ordering rather than even forming a partial ordering, isn't there something rather severely bad about that?

The idea is that the universe offers you Dutch-book situations and you make and take bets on uncertain outcomes implicitly.

That said, I concur with your basic point: universal overarching utility functions - not just small ones for a given situation, but a single large one for you as a human - are something humans don't, and I think can't, do - and realising how mathematically helpful it would be if they did still doesn't mean they can, and trying to turn oneself into an expected utility maximiser is unlikely to work.

(And, I suspect, will merely leave you vulnerable to everyday human-level exploits - remember that the actual threat model we evolved in is beating other humans, and as long as we're dealing with humans we need to deal with humans.)

Because it's a desideratum indicating that my preferences contain or don't contain an unconditional and internal contradiction, something that would screw me over eventually no matter what possible world I land in.

Yes, that's right. We lack knowledge of the total set of concerns which move us, and the ordering among those of which move us more. Had we total knowledge of this, we would have no need for any such thing as "ethics" or "meta-ethics", and would simply view our preferences and decision concerns in their full form, use our reason to transform them into a coherent ordering over possible worlds, and act according to that ordering. This sounds strange and alien because I'm using meta-language rather than object-language, but in real life it would mostly mean just having a perfectly noncontradictory way of weighing things like love or roller-skating or reading that would always output a definite way to end up happy and satisfied.

However, we were built by evolution rather than a benevolent mathematician-god, so instead we have various modes of thought-experiment and intuition-pump designed to help us reduce our uncertainty about our own nature.