What generates the sense of obligation is that the serial killer is considered bad for reasons that have nothing to do with utility, including but not limited to the fact that he kills them directly (rather than using a computer, which contributes to global warming, which hurts people) and actively (he kills people rather than keeping money that would have saved their life). The charity-giving serial killer makes it obvious that the utilitarian assumption that more utility is better than less utility just isn't true, for what actual human beings mean by good and bad.