There is lots of pressure not to take action, because of the feeling you're overreacting, because you've had things explained to you in a way that minimizes or removes the criminality, and because your job is at stake.
And crucially there is never some black and white issue. If your employer told you to murder someone, it would be easy to say no and know you did the right thing. If they tell you to incrementally go along with some grey area thing you're not sure the legal status of, it's way harder to know what to do.
People still have to be accountable for their actions of course, ignorance is no excuse. But we all should hope we're never in such a situation to begin with rather than thinking we'll know how and when to act.