[gore3000]

But why does he say that murder (or stealing...) is wrong? Was that simply an arbitrary decision or did he say it because he recognized that it is a detrimental behaviour?

No. The commandment comes from His being the giver of life so no one else has a right to destroy it, to set himself up as Him. God is not arbitrary, men are. The problem with the utilitarian view is that it is subject to "interpretation". For example, to an individual the murder of a certain person may be useful in a utilitarian way. To a society, such as a Communist society, the murder of dissidents may be useful. Utilitarian rules are always subject to "interpretation", God's commandments are not.

[BMCDA]

That doesn't answer my question. I gave you a reason why murder is wrong: it automatically follows from the properties of the system.
Individuals don't want to be harmed. That is the one of the most basic prerequisite for surviving. Those who are indifferent to whether they're harmed or not don't survive very long and this trait is not going to be inherited.
Therefore these individuals can only join and form a society if they can trust each other, i.e. behaviour that is harming the individuals of the society cannot be tolerated. And this is the case with murder or theft.

So from this perspective it doesn't make sense to state that murder is only wrong because a god decided that way as well as it doesn't make sense to say that 2+2=5 is wrong because your god says so.

However, people very often claim that a certain behaviour is wrong because their god says so but not that their god says so because it is wrong. The former implies that he also could have decided otherwise.