Well, the issue is in how one calculates expected utility from a description of the future state of the world. If my current self branches into many causal descendants, and each descendant gets one cookie, there does not appear to be a law of physics that requires me to give that the expected utility of one cookie or many cookies.
It's absolutely a many to one tradeoff, that just isn't sufficient to determine how to value it.
However, if one requires that the ancestor and the descendants agree (up to time discounting and selection effects - which are where you value a cookie in 100 years less if you expect to die before then) about the value of a cookie, then that sets a constraint on how to calculate expected utility.
Fair enough. Of course, there's no law of physics ruling out Future Tuesday Indifference, either. We go by plausibility and elegance. Admittedly, "average the branches" looks about equally plausible and elegant to "sum the branches", but I think the former becomes implausible when we look at cases where some of the branches are very short-lived.
Requiring that the ancestor and descendants agree is contrary to the spirit of allowing selfish preferences, I think, in the sense of "selfish" that you've defined. If Methuselah is selfish, Methuselah(1000AD) values the experience of Methuselah(900AD), who values the experience of Methuselah(800AD), but M1000 doesn't value the experience of M800.
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When preferences are selfless, anthropic problems are easily solved by a change of perspective. For example, if we do a Sleeping Beauty experiment for charity, all Sleeping Beauty has to do is follow the strategy that, from the charity's perspective, gets them the most money. This turns out to be an easy problem to solve, because the answer doesn't depend on Sleeping Beauty's subjective perception.
But selfish preferences - like being at a comfortable temperature, eating a candy bar, or going skydiving - are trickier, because they do rely on the agent's subjective experience. This trickiness really shines through when there are actions that can change the number of copies. For recent posts about these sorts of situations, see Pallas' sim game and Jan_Ryzmkowski's tropical paradise. I'm going to propose a model that makes answering these sorts of questions almost as easy as playing for charity.
To quote Jan's problem: