This is different to the Monty Hall problem that makes use of Bayes Theorem, where after the initial choice of door information is gained by Monty opening a door to reveal nothing is behind it.
In this envelopes situation, no information is gained after making our initial choice, about the probability of the contents in the other envelope - the expected value is the same as it was at the outset so there is no probabilistic reasoning to employ to justify altering our decision.