Yes, the key property of actions is that they are functions from the set of states to the set of consequences. Strategies do not have that property, because they can be randomized. If you convert randomized strategies to deterministic ones by “externalizing” random processes into black boxes in the world, Savage’s theorem will only give you some probability distribution over the black boxes, not necessarily the probability distribution that you intended. If you “hardcode” the probabilities of the black boxes into the inputs of Savage’s theorem, you might as well hardcode other things like utilities, and I don’t see the point.
Yes, the key property of actions is that they are functions from the set of states to the set of consequences. Strategies do not have that property, because they can be randomized. If you convert randomized strategies to deterministic ones by “externalizing” random processes into black boxes in the world, Savage’s theorem will only give you some probability distribution over the black boxes, not necessarily the probability distribution that you intended. If you “hardcode” the probabilities of the black boxes into the inputs of Savage’s theorem, you might as well hardcode other things like utilities, and I don’t see the point.