While I don't disagree with your argument, one general response to this sort of question is that blackmail is in essence a violent attack. So even if EDT actually did result in less utility given such blackmail, this would not show that EDT is a bad decision theory or even worse than any others. CDT will similarly give less utility in a world where violent attackers that hate casual decision theorists go about attacking specifically people who use CDT, and similarly with any other decision theory and its specific attackers.

Note also that people in the real world often do give in to blackmail, as in the recent ransomware example, and think themselves better off for having done so, compared to resisting the blackmail.