It's supposed to be trivial; it's one of the axioms of decision theory from which other (less obvious) things are derived. For example the vNM Theorem (that eve

It's supposed to be trivial; it's one of the axioms of decision theory from which other (less obvious) things are derived. For example the vNM Theorem (that every rational agent acts as though it were maximising some utility function) follows from a set of assumptions including the sure thing principle.