Here are some brief reasons why I dislike things like imprecise probabilities and maximality rules (somewhat strongly stated, medium-strongly held because I've thought a significant amount about this kind of thing, but unfortunately quite sloppily justified in this comment; also, sorry if some things below approach being insufficiently on-topic):
My initial impulse is to treat imprecise probabilities like I treat probability distributions over probabilities: namely, I am not permanently opposed, but have promised myself that before I resort to one, I would first try a probability and a set of "indications" about how "sensitive" my probability is to changes: e.g., I would try something like
My probability is .8, but with p = .5, it would change by at least a factor of 2 (more precisely, my posterior odds would end up outside the interval [.5,2] * my prior odds) if I were to spend 8 hours pondering the question in front of a computer with an internet connection; also with p = .25, my probability a year in the future will differ from my current probability by at least a factor of 2 even if I never set aside any time to ponder the question.
Sets of distributions are the natural elements of Bayesian reasoning: each distribution corresponds to a hypothesis. Some people pretend that you can collapse these down to a single distribution by some prior (and then argue about "correct" priors), but the actual machinery of Bayesian reasoning produces changes in relative hypothesis weightings. Those can be applied to any prior if you have reason to prefer a single one, or simply composed with future relative changes if you don't.
Partially ordering options by EV over all hypotheses is likely to be a very weak order with nearly all options being incomparable (and thus permissible). However, it's quite reasonable to have bounds on hypothesis weightings even if you don't have good reason to choose a specific prior.
You can use prior bounds to form very much stronger partial orders in many cases.
For humans (and probably generally for embedded agents), I endorse acknowledging that probabilities are a wrong but useful model. For any given prediction, the possibility set is incomplete, and the weights are only estimations with lots of variance. I don't think that a set of distributions fixes this, though in some cases it can capture the model variance better than a single summary can.
EV maximization can only ever be an estimate. No matter HOW you come up with your probabilities and beliefs about value-of-outcome, you'll be wrong fairly often. But that doesn't make it useless - there's no better legible framework I know of. Illegible frameworks (heuristics embedded in the giant neural network in your head) are ALSO useful, and IMO best results come from blending intuition and calculation, and from being humble and suspicious when they diverge greatly.
An alternative to always having a precise distribution over outcomes is imprecise probabilities: You represent your beliefs with a set of distributions you find plausible.
And if you have imprecise probabilities, expected value maximization isn't well-defined. One natural generalization of EV maximization to the imprecise case is maximality:[1] You prefer A to B iff EV_p(A) > EV_p(B) with respect to every distribution p in your set. (You're permitted to choose any option that you don't disprefer to something else.)
If you don’t endorse either (1) imprecise probabilities or (2) maximality given imprecise probabilities, I’m interested to hear why.
I think originally due to Sen (1970); just linking Mogensen (2020) instead because it's non-paywalled and easier to find discussion of Maximality there.