The concept of a utility function is only relevant insomuch as you can model rational decision makers as possessing a utility function that they try to maximise in some way. I do possess a utility function (not necessarily in the VnM sense as I don’t maximise expected utility, and maximising expected utility is implicit in the definition of VnM utility (this is a point of contention for me)). If I make choices that don’t maximise expected utility, then you must be able to demonstrate that I am irrational on some way (without special pleading to my failure to maximise EU). Either that, or maximising expected utility is not the perfect performance measure for rational choice.
The concept of a utility function is only relevant insomuch as you can model rational decision makers as possessing a utility function that they try to maximise in some way. I do possess a utility function (not necessarily in the VnM sense as I don’t maximise expected utility, and maximising expected utility is implicit in the definition of VnM utility (this is a point of contention for me)). If I make choices that don’t maximise expected utility, then you must be able to demonstrate that I am irrational on some way (without special pleading to my failure to maximise EU). Either that, or maximising expected utility is not the perfect performance measure for rational choice.