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I think of it like so:

All the great people in history who would be regarded as ethical never took an ethics course.

Its hard to know whether an ethics course makes people behave ethically, but its clearly not a necessary requirement to ethical behaviour

Many of them were probably religious though, which is basically ethics with a lot of supernatural trappings.

Although lot of terrible people in history were likely at least outwardly religious, so not sure that proves anything one way or the other.