It's not at all obvious that someone threatening to inflict disutility if I don't comply with certain demands would treat me worse if I don't comply with the demands than if I do.

In support of this point, I'd like to point out that the ridiculous powers required to inflict $RIDICULOUSNUMBER sanctions are so far removed from our experience, that we have no idea how such an agent could be expected to act. It could do the opposite of what it claims (perhaps it hates cowards) as easily as fulfill its threats, given that we know nothing of its motives.