This is a potentially interesting question. There's two things that need to be cleared up before we can get to it thought.
First, there's a good deal of fuzziness about what "utilitarian" means. Its classical referent is the views of Jeremy Bentham and John Stuart Mill, but clearly you can't be meaning that here. On their views, it's only human pleasure and suffering that matters. But even within their views, there is variation. Bentham took the view that all types of pleasure are equal in kind (just differing in degree). Mill took the position that there we baser / nobler pleasures and that somehow discerning people who prefer the latter and that they have a superior character.
This confusion can be unwrapped though in that sometimes "utilitarianism" is used in contemporary philosophy as a synonym for the entire family of values that think the good can be calculated and then maximized. So I'll assume that's what you mean by the term.
This leads to the second issue. Given the broader meaning, it is not by any means clear that utilitarians must be committed to the belief that all life (of any sort had value). This seems to be an implication in the views of several contemporary utilitarians -- for instance Peter Singer. Singer, in fact, specifically argues that we should treat problems in Burma as on par with problems that are local in "Famine Affluence and Morality."
But pushing that aside, it's completely plausible to come up with a consequentialist theory that accepts that proximity matters (i.e. that makes it okay to care about things that are near me more than things that are further away). What seems like it might be lost here is that now your ethical theory has a type of "egoistic" component in that proximity to you becomes a condition for considering what's going on. This need not be a robust egoism, however, because you could (though this would not be required) maintain that each person should incorporate proximity into their valuations of happiness.
A non-utilitarian variation of this serves as an objection to both "utilitarian" and deontological accounts. Here, I'm thinking specifically Bernard Williams who in the volume Moral Luck has an essay on the problem with any moral theory that can't present a moral difference between saving someone you know versus a random person. (He also has a reductio against utilitarianism in that it doesn't seem like we get our moral values from it so much as we try to produce a utilitarian calculus that produces our moral values).
Also you can find semi-calculative moral theories that value other things that can incorporate distance.