Because as should be obvious to the most casual observer, assuming rationality combined with financially-return-focused utility functions produces a model of human behavior that bears basically no relationship to reality. (Which is more an answer to why the prior underlying your question is silly than it is an answer to the question, but...)

My brother is a detective. One of the early, surprising discoveries in career is that most criminals are dumb, fully driven by their Id. Basically, people driven by getting drugs or getting laid.