Why should I want to resist changes to my preferences?
Because that way leads to
wireheading
indifference to dying (which wipes out your preferences)
indifference to killing (because the deceased no longer has preferences for you to care about)
readiness to take murder pills
and so on. Greg Egan has a story about that last one: "Axiomatic".
Whereupon I wield my Cudgel of Modus Tollens and conclude that one can and must have preferences about one's preferences.
So much for the destructive critique. What can be built in its place? What are the positive reasons to protect one's preferences? How do you deal with the fact that they are going to change anyway, that everything you do, even if it isn't wireheading, changes who you are? Think of yourself at half your present age — then think of yourself at twice your present age (and for those above the typical LessWrong age, imagined still hale and hearty).
Which changes should be shunned, and which embraced?
An answer is visible in both the accumulated wisdom of the ages[1] and in more recently bottled wine. The latter is concerned with creating FAI, but the ideas largely apply also to the creation of one's future selves. The primary task of your life is to create the person you want to become, while simultaneously developing your idea of what you want to become.
[1] Which is not to say I think that Lewis' treatment is definitive. For example, there is hardly a word there relating to intelligence, rationality, curiosity, "internal" honesty (rather than honesty in dealing with others), vigour, or indeed any of Eliezer's "12 virtues", and I think a substantial number of the ancient list of Roman virtues don't get much of a place either. Lewis has sought the Christian virtues, found them, and looked no further.
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I think the mugger can modify their offer to include "...and I will offer you this deal X times today, so it's in your interest to take the deal every time," where X is sufficiently large, and the amount requested in each individual offer is tiny but calibrated to add up to the amount that the mugger wants. If the odds are a million to one, then to gain $1000, the mugger can request $0.001 a million times.