There's no involvement of the utility monster in what I'm talking about.
If you put the cost of imminent certain death of one person as infinite, then given the choice between:
One person dies right now, everyone else survives and lives a full life.
And
In one hour, everyone in the world dies with a 99.9999% chance.
You would pick the latter. That's the issue I see with placing an infinite cost on imminent death.
I feel the greater ethical flaw in utilitarianism is the case where a utility value scales positively with suffering. What can you do if the utility monster derives positive utility value from others dying, as opposed to remaining linear? Utilitarian measures simply don't fare well when the actors are inherently antagonistic to one another.