You cannot build the world based on the strength of individuals' moral spine, because a) there's plenty of people with weak ones who will happily outcompete individuals refusing unethical work, and - the more important - b) people respond to incentives. For instance, we have the law and the police
even though people in general seem naturally good - they exist to counterbalance incentives that make people do bad things. Saying "just own up to it instead of pretending the real culprit here is a lack of governing bodies that should be protecting you from all the evil money out there" ignores the most basic fact about humans - people do
respond to incentives.
Moral dilemmas don't look like "do I accept this high salary for doing evil, or prefer a slightly smaller salary for not doing evil". Moral dilemma is what a hypothetical Jane faces, after one of her parents died and the second is unemployed, when she has to provide for the parent and her younger siblings, while also trying to start her own life with her fiancée. For her, abandoning a high-paying salary that is actually eaten up entirely to let two families live in stability and with dignity, is not a trivial problem. The idea of having support of governing bodies is to turn such life-quality-threatening situations into easy choices, so that people don't get severely punished for doing the right thing.
Also: ethics can be, and is, used to abuse people. In Poland, we have this situation with paramedics, nurses and doctors on residency, who are severely overworked (to the point it's a serious health threat, and causes an occasional suicide), severely underpaid, and on top of that they're told by everyone that they can't protest because that would mean providing worse care for patients, which is obviously unethical.