By your own argument, isn't it incorrect to say that lying is not okay--and isn't this a moral claim?
It would be my position that what is 'okay' is specific to actual values and means. Thus lying would not be 'okay' if it failed to produce ends I valued. However, a person would be mistaken to say something is 'not good' or 'forbidden' to me despite the fact that it would achieve my values.
Since moral statements (to have any meaning) must exlicitly or implicitly claim their validity inside situations where a real clash between ends exists, moral statements must be false. If they only applied when interests did not clash, then there would be neither meaning nor worth to them. They would simply be positive statements about means/ends relationships.
By 'asking too much from reality' I believe that Joyce is saying that people want their preferences to be factual relationships between ends and means when in fact a difference in ends destroys any 'universality' altogether.
Furthermore, since value is unique to a specific individual one can not rationally critique ends. An 'end' is only good if someone values it, no external source can confer value onto something which is not valued.