They do, but that doesn't mean our data has the answer for every possible scenario. This is important because AI will run into ethical scenarios humans rarely or never have to think about.
At first this will be due to AI's one current superhuman ability: speed; a classic is the do you drive into the old couple or the little kid car scenario. It's not really an issue for humans because the situation is over before we can make more than a reflexive response, but the AI can take its time to make a concrete decision. This isn't a thing we spend a lot of time thinking or blogging about and a societal consensus probably has not formed and wouldn't show up in the data. Presumably the AI would pick at more or less random as we are forced to do, but I can see an entity capable of superspeed choosing to perform random actions as causing other as yet unforseen problems.
The big pinch is if and when we create transformational AI. We will be presented with options we had never imagined being possible. Do you keep Mars as a memory of the old days, or do you use its crust to construct interstellar spaceships and build better lives for Earth humans? Do you allow humans to live lives as they do now, or do you modify their biology and neurology to live longer lives and never engage in antisocial behavior?
These are lazy obvious examples that I came up with but there will be many less-cosmic decisions we will be presented with that we absolutely do not have an existing moral template to guide us.