Consider what preferences you have over unseen outcomes. (For example, are you indifferent to the idea of your corpse being secretly donated - without warning - to the necrophiliacs society, or would you prefer that this not happen even if you're never told about it in advance?) To assess such questions, you likely try to 'picture' or imagine what the hypothesized state of affairs would be like, and then introspect your (actual) affective reaction to this mental exercise. If negative, as seems likely, then it seems you're not indifferent after all. You really do care about some things of which you could never learn. You would prefer that your corpse not be defiled, even if it has no impact on your experiences while you're alive.
Hedonists may object that this imagination-based methodology doesn't really get at your preferences concerning unknown and unseen outcomes. After all, they may say, all that this episode really establishes is that you are unhappy when you see, in your mind's eye, your corpse being defiled. Since you are imagining (mentally perceiving) the event in question, this corrupts your judgment concerning what was supposed to be an unperceived (by you) event. The hedonist may agree, after all, that this is unpleasant to think about. They just don't think that the event itself is bad (or undesirable for your sake).
I think this is not so much an objection as a cautionary note. It's true that someone might, if they're not careful, mistakenly conclude that they disprefer some X when really all that they disprefer is thinking about X. For example, when I imagine the sound of scratching a blackboard, I shudder in aversion. But that obviously doesn't commit me to disprefering a state of affairs in which a tree falls against a blackboard in an empty forest. As long as nobody is pained by the sound, it obviously doesn't matter. And, indeed, 'indifference' is precisely the response I have when I reflect carefully on what that state of affairs is like.
So, although it is easy to conflate conceiving that X and conceiving that X is conceived, it is not by any means inevitable. We can train ourselves to be careful in distinguishing the two. And we may then find that even if some of our preferences are purely hedonic in nature, many others are not like this. (It would certainly be a mistake to think that we can never have preferences about anything other than our experiences, or that we cannot identify such preferences via careful consideration of the hypothesized outcomes.)
For example: If you learn that there's a serious risk of blackboards being scratched in your vicinity after you die, that doesn't really call for any response. But if there's a serious risk of your corpse ending up in the hands of necrophiliacs, you might want to do something about that. (Just sayin'.)