Social pressure itself is a fact. In your umbrella-example, you're restricting your definition of utility to the immediate benefit of dealing with rain weighted

Social pressure itself is a fact. In your umbrella-example, you're restricting your definition of utility to the immediate benefit of dealing with rain weighted against the cost of having to carry the umbrella. But your choice can have a social effect, too. In particular, you need to take into account that other people will not always act on exactly what is warranted by evidence.