(I'm talking extreme end here, btw). Someone doesn't turn to high crimes overnight nor are they (usually) born that way. You start of making smaller immoral decisions which then become normal. You essentially move the bar a little more and more. People sleep at night frankly because they no longer think that these things are immoral. That's why there's plenty of sayings along the lines of "the path to heaven is long and narrow and the path to hell is short and wide".
Obviously morals are flexible and need to be to survive in this world. But the thing is when people are put into environments that encourage this bar to be pushed too far (by what society determines is too far).
Btw, if you like podcasts Hidden Brain did an episode on this concept that went through how an athlete went from taking no sports enhancing drugs to being a major dealer. And they decompose each step and how reasonable they seem in the context.
Tldr: it's no longer immoral for them, so the real question is "what keeps them up at night?"