There are two sorts of issues here. Let's start with the one that I think underlies your discomfort.
The fact that something is my goal may matter to me, but that doesn't make it intrinsically valuable. Indeed, it might be intrinsically horrid. If someone's goal is to brutally torture an innocent child to death (writing those words actually makes me shudder, but that's part of the point) then their goal is the very opposite of intrinsically valuable, and the fact that they would value achieving it makes them evil without adding an iota of value to their "achievement." In a nutshell: the fact that I value something doesn't entail that what I value is valuable. Whether an "achievement" is valuable isn't a matter of whether someone values it, but of what the achievement itself amounts to.
There might seem to be a utilitarian argument to the contrary: the pleasure the sadist gets from his cruelty adds to the sum total of happiness in the world. But all this really shows is that a certain version of utilitarianism is morally confused. Suppose that through sheer accident, an innocent person dies a horrible death. And suppose that Sam the sadist takes enormous pleasure in this fact, even though he did nothing to bring it about. Anyone who thinks the world is a little better overall than it would have been if Sam had remained ignorant of the tragedy and not taken pleasure in it is someone whose moral instincts I wouldn't trust for a moment. Pleasure is not always good; sometimes it's evil. And likewise, achievements are not always good; sometimes they're vile.
However, all of what's been said so far relies on understanding benefit morally. I've read "intrinsically valuable" as a matter of moral worth. But there is a morally neutral use of the word "benefit"; that's just a fact about how we speak. People clearly can benefit in this narrow sense from ill-gotten gains. It would be strange to say that thieves never benefit in any sense from their theft. If we prescind from the moral sense of "benefit," it would be hard to make the case that someone who commits a terrible act can't benefit in any sense at all. The very phrase "ill-gotten gains" makes the point; what's ill-gotten can still be a gain.
However, this raises a new thought. Acts of cruelty or injustice may serve my narrow ends, and in that sense, they may be to my benefit, but they make me worse. And one might think that there's some way of doing the arithmetic that allows us to ask whether on balance a terrible act can be to one's benefit—whether the selfish "benefit" will inevitably be outweighed by the moral cost. My first inclination is to say that there's no need to crack this nut, but that may be too quick. The distinction between moral and non-moral goods is almost certainly not as simple as the distinction between two independent dimensions on a graph.