Unless they are expending a limited resource to do so, the same problem remains. In capitalist market economy that resource is money [1], and it's universal and fungible, both bid for goods and services (and not just in typically "consumer" markets) and bid against with offerings of labor. If you abolish meaningful markets for some goods and services—including wage labor—you limit the scope of utility signals you get—even if, as most real world state socialist systems have done, you retain exchange of currency for “consumer” goods and services.
[1] which, despite its utility, has significant issues, too. Nothing in this post is meant to endorse the optimality of capitalism, only to explain the problem of utility signalling in state socialism.