Note that I am not the person making the argument, just clarifying what is meant by "utility", which in its use around here specifically means that which is constructed by the VNM theorem. I am not a particular fan of applying the concept to universal decision-making.

You still end up with zero at the end of things.

Are you arguing that all things end, therefore there is no value in anything?

Well, there is precedent:

All is vanity. What does man gain by all the toil at which he toils under the sun?

I said in my heart, “Come now, I will test you with pleasure; enjoy yourself.” But behold, this also was vanity. I said of laughter, “It is mad,” and of pleasure, “What use is it?”

Then I considered all that my hands had done and the toil I had expended in doing it, and behold, all was vanity and a striving after wind, and there was nothing to be gained under the sun.

The wise person has his eyes in his head, but the fool walks in darkness. And yet I perceived that the same event happens to all of them. Then I said in my heart, “What happens to the fool will happen to me also. Why then have I been so very wise?” And I said in my heart that this also is vanity. For of the wise as of the fool there is no enduring remembrance, seeing that in the days to come all will have been long forgotten. How the wise dies just like the fool! So I hated life, because what is done under the sun was grievous to me, for all is vanity and a striving after wind.

Heat death is a problem that the builders of the game have to deal with. Every time I type out BB(BB(BB(...))) the builder of the game has to figure out how I can get a noncomputable increase to the degree of the function by which the multiple of my preference for the world increases. If there is some conceivable world with no heat death which I prefer any computable amount more than any world with a heat death (and infinity is not a utility!), then by playing this game I enter such a world.

"If you come back an tell me that "these scenarios assume an unlimited availability of time" or something like that, I'll ask to see if the dragon in your garage is permeable to flour."

Not being realistic is not a valid criticism of a theoretical situation if the theoretical situation is not meant to represent reality. I've made no claims of how it carries over to the real world