When crossing the street, there's a tiny risk of death, but a fairly good chance of a somewhat desirable outcome (getting to the other side.) If you considered your death to have negative infinity utility, and the desirable outcome to have finite positive utility, then you would opt to not cross the street ever, because negative infinity times small probability plus positive finite number times large probability is still negative infinity in total.
Essentially, any time you're weighing up your options, and one of the outcomes has negative infinity utility with non-zero probability, then the outcome of that course of action also has negative infinity utility, the way these terms are usually defined.
Thus, given the behaviour of most people, they do not think of their death has having negative infinity utility.