As a moral anti-realist, the first is not really an effective critique. For me personally, good and bad relate to preferred and not-preferred subjective experiences. There isn't a way to objectively quantify happiness and suffering, but options can be compared to each other.
As for the pleasure-machine hypothetical, it relies on the uncomfortable feeling one's moral intuition gives about it. I try not to always trust my own moral intuition as I feel that's the kool-aid that deontologists drink. I'm pretty convinced that happiness and suffering are the measures of morality and when it comes to the pleasure-machine hypothetical, barring all other context, I'm willing to bite the bullet on it. Though there are some counter-arguments like fulfillment and whether constant pleasure gives more happiness than it. Another is that if we were to achieve this state of bliss, it would stagnate all capacity to expand human consciousness beyond needing simple pleasure for maximum happiness.
For the patient-doctor example, this is only effective when critiquing act utilitarianism. When one considers the further outcomes of creating the possibility of you being killed and your organs being harvested when you go to seek help at a hospital, this would create a situation where people would avoid going to a hospital in fear of it, thus causing more harm in the long run and making it a bad option.
For the ancient Rome hypothetical I would oppose the premise that the only form of entertainment that the people can enjoy is one where gladiators kill each other. If it somehow were the case, then it would be moral, because I am not in the business of causing more suffering in order to stop a more explicit form of suffering.
When doing utilitarian calculus, you can only use the information you have. This is why one should read the news, listen and consider the opinions of pundits, and learn about the consequences of one's choices. I don't think you can make things any worse by using at least some effort to check the consequences of your choices.
How the out-of-touch mega-rich have deluded themselves into thinking that their actions are for the betterment of humanity is, I think, not the fault of utilitarianism.
With the murder cult, it's about misunderstanding the consequences of one's actions. They, like the mega-rich, tried/are trying their own methods without any positive outcomes.
As for the incest thing. Yeah, there's no harm I can think of beyond possibly the normalization of incest and then the resulting harm caused by those who don't practice it safely/with balanced power dynamics.
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