Departing from consequentialism versus departing from decision theory

We think of certain departures from the principles encapsulated in probability theory, logic, decision theory, and Bayesian confirmation theory as irrational. For example, it is irrational to be more confident of the truth of a conjunction than of one of its conjuncts, and this norm corresponds to the fact that a conjunction cannot be more probable than either of its conjuncts. Should we think of departures from consequentialism principles in the same way?