Many people find power, prestige, the public spotlight or money so compelling that they'll keep on pursuing the thing even if they know the way they're going about it is morally wrong, almost like an addiction.
The leaders and workers of the labs aren't picked at random from your friends and neighbors: they've chosen to pursue what they foresaw (correctly, IMHO) as the most powerful new technology. In other words, they're probably self-selected for being unusually attracted by power.
An analogy: some serial killers know what they're doing is morally wrong and it pains them to be doing something very wrong. (Others have no conscience and don't care if it is wrong or not.) Even most of the ones that know what they're doing is wrong cannot stop killing because apparently killing is an extremely compelling experience to them. Often they're relieved when they get caught. Maybe Sam and Dario would be relieved if the government shut down their companies and prohibited them from starting new AI companies.