Does vNM rationality depend on the good chosen?
In the Von Neumann-Morgenstern theory, arguments of the utility function are final consumption goods. The utility function is extended over lotteries by linearity but it does not really make sense to assume that the individual "consumes" the lotteries L1 and L2 in your scenario with the raffle tickets: what he ultimately consumes is the 100 dollars monetary prize. Therefore there is no reason to expect something like diminishing marginal utility over lottery tickets - but only over final monetary prizes.

This property comes from the independence axiom: intuitively, the decision-maker views randomizations over lotteries and randomizations over final consumption goods differently. This behavioral pattern (that you find paradoxical) is usually called Reduction of Compound Lotteries. In your scenario, it says that the agent views the lottery L2 and the lottery that is computed by compounding the second-order probabilities as equivalent objects. There are some reasons to question the relevance of this axiom if you want to dig deeper (for instance, it has been found that Ellsberg-like behavior is associated with an aversion to compound lotteries).

I hope it helps.