Consider the case of an obscurantist i.e. an irrational agent who is proudly ignorant and opposes the spread of (certain) knowledge even to themselves. First of all, is the existence of such an agent implausible? Not really, considering there are masochists out there and that, to some individuals, ignorance is bliss. How much, then, will be left of an obscurantist's identity upon coherently extrapolating their desires? The answers is probably not much, if anything at all.
Do this force us to renounce to the idea of personal CEV? Hardly so. Instead, do we decry the legitimacy of the obscurantist's desires? Perhaps, but a convincing argument must be provided for the ethical aspects of such a line of thought; a utilitarian could draw support from the societal benefits of increased epistemic hygiene in the absence of obscurantists.
In any case, this (admittedly contrived) example illustrates that there are pressing issues regarding CEV and personal identity. Also, on a related note, I recently heard a leading decision theorist say that their greatest concern with Ideal Advisor Theories was how desires become no longer the individuals' but, rather, those of their advisors; it may well be the case that personal CEV incurs in the same issues, at least under the obscurantist's conditions.
The limiting case above also reveals a subtle interplay between knowledge and volition; our desires might (implicitly) involve not wanting to know certain propositions, wanting to not know certain propositions, not wanting to act as if we knew certain propositions, wanting to act as if we did not know certain propositions.
What I just presented is not a rejection of the idea of personal CEV or similar desire-satisfaction theories of well-being, rather it aims to be a pointer to complications one must keep in mind when developing such proposals.
There are obscurantists who wear their obscurantism as attire, proudly claiming that it is impossible to know whether God exists. It can be said, perhaps, that such an obscurantist has a preference for not knowing the answer to the question, for never storing a belief of "the God does (not) exist" in his brain. But still all the obscurantist's decisions are the same as if he believed that there is no God - the obscurantist belief bears no influence on other preferences. In such a case, you may well argue that the extrapolated volition of the obscurantist is to act as if he knew the answer and therefore the obscurantist beliefs are shattered. But this is also true for his non-extrapolated volition. If the non-extrapolated volition already ignores the obscurantist belief and can coexist with it, why is this possibility excluded for the extrapolated volition? Because of the "coherent" part? Does coherence of volition require that one is not mistaken about one's actual desires? (This is a honest question; I think that "volition" refers to the set of desires, which is to be made coherent by extrapolation in case of CEV, but that it doesn't refer to beliefs about the desires. But I haven't been interested in CEV that much and may be mistaken about this.)
The more interesting case is an obscurantist who holds obscurantism as a worldview with real consequences. Talking about things that are plausible (I am not sure whether this kind of obscurantists exist in non-negligible numbers), imagine a woman who holds that the efficacy of homoeopathics can never be established with any reasonable certainty. Now she may get cancer and have two possibilities for treatment: a conventional, with 10% chance of success, and a homoeopathic, with 0.1% chance (equal to that of a spontaneous remission). But, in accordance with her obscurantism, she believes that assigning anything except 50% for homoeopathy working would mean that we know the answer here, and since we can't know, homoeopathy has indeed success chance of 50%.
Acting on these beliefs, she decides for the homoeopathic treatment. One of her desires is to survive, which leads to choosing the conventional treatment upon extrapolation, thus creating conflict with the actual decision. But isn't it plausible that her another desire, namely to ever decide as if the chance of homoeopathy working were 50%, is enough strong to survive the extrapolation and take precedence upon the desire to survive? People have died for their beliefs many times.
Holding that the efficacy of homeopathics can never be established with any reasonable certainty != assigning a success chance of 50%.