A lot of people are probably okay with the US having an organization that murders and tortures people, sabotages other sovereign nations' interests, and helps US corporations compete globally through espionage; but not one that does so much of it as the CIA. An organization like that needs to be neither seen nor heard, and it ought to be used infrequently enough that our country can ostensibly say that we only do those kinds when we have to.
To turn your question on its head, what's not wrong with them? It's not controversial at all that there are many people who don't wish to work in the defense side of aerospace, or on other weapons tech, why would it be controversial that someone wouldn't want to work in intelligence. Some people take professional codes of ethics (or their own personal ethics) more seriously than others.