You're absolutely right. The problem is that people don't (usually) know what their utilities actually are, at least not in absolute terms. For example, just think of the last time you answered one of those surveys that use a Likert scale (from "completely disagree" to "completely agree"). I don't know about you, but trying to decide whether I "somewhat" agree or "completely" agree isn't always easy. The same would go for range voting. (Hmm, do I give Candidate X a 3 or a 4?)
We're somewhat better at knowing our relative utilities, but even then it's difficult to put a total order on candidates in an election. For example, I might really hate two candidates, but figuring out who I hate more might be very difficult or impossible.
The best system that takes this into account is likely Condorcet voting, but Approval voting is indeed simpler (and simplicity is important - remember Florida 2000).
The Wright Bothers weren't the first to fly. They were just the first not to crash.