One of the points in Deepness is that we almost exclusively experience the aliens as translated by the human “translators”: due to their extreme skills, they are able to make the non-human easy for the humans to relate to.
In a brief glimpse near the end of the story, Vinge gives us a hint that perhaps the aliens aren’t as human-like as the “translators” has made them seem.
The point is that we may have utility functions where u(p1A+p2B) != p1u(A)+p2u(B). That is, the utility of a bet may not be equal to the expected value of the utility of the outcomes.