To rephrase your observation, the human utility function might have a maximum. Imagine the best day of your life; now imagine every day of your future life was

To rephrase your observation, the human utility function might have a maximum. Imagine the best day of your life; now imagine every day of your future life was this good, even a bit better, and that you live a rather long life. If you're altrustic, you can even imagine this number multiplied by the Earth's population. If you're a sci-fi fan/futurist, you can even imagine this number multiplied by the number of expected planets in the universe, multiplied by the amount of time until the stars burn out (as an aside, this is extremely optimistic because it's highly unlikely that even with arbitrarily large wealth that you would be able to figure out how to spend it in such a way to give every person a perfect life until the end of the universe). There's a good chance that you can't get much better than that, no matter how wealthy you became. The paradox wants you to imagine that, for very small probabilities, you can get utilities indefinitely large. The paradox wants you to say, I'll devote my entire life to earning as much money as possible and spending it all on this game because the payoff is so large that this is worth it for the tinest chance. But if there's an upper bound on the human utility function, then this doesn't work. It doesn't work because when you imagine how happy you'd be with arbitrarily large wealth, you don't imagine an arbitrarily large utility, you imagine the "max utility" situation described above where every day is like the best day of your life, which is nice but not as nice as would be required to justify almost certainly throwing your life away for a small chance of this.