It is not the case that voters on average necessarily prefer the maximal lottery to any other lottery in expected utility. It is only the case that voters on average prefer a candidate sampled at random from the maximal lottery to a candidate sampled at random from any other lottery. Doing the first thing would be impossible, because there can be cycles.
This is how anarchy wins in maximal lotteries in the example in the next section. If you compare anarchy to choosing a leader at random, in expected utility, choosing a leader at random is a Pareto improvement, but if you sample a candidate at random, they will lose to Anarchy by 1 vote.
It is not the case that voters on average necessarily prefer the maximal lottery to any other lottery in expected utility. It is only the case that voters on average prefer a candidate sampled at random from the maximal lottery to a candidate sampled at random from any other lottery. Doing the first thing would be impossible, because there can be cycles.
This is how anarchy wins in maximal lotteries in the example in the next section. If you compare anarchy to choosing a leader at random, in expected utility, choosing a leader at random is a Pareto improvement, but if you sample a candidate at random, they will lose to Anarchy by 1 vote.