Nah. Consider, for example, most of the people who participated in the mortgage bubble. Almost all of them thought they were behaving ethically. Most of them weren't, because the system was a) familiar enough that it didn't trip people's bad-situation triggers, and b) complicated enough that it was hard to see what the downstream ethical problems were.
E.g., the nice person at the mortgage issuer said the loan was good for them, so they just signed what he told them. And the mortgage guy was just doing what his boss told him. And that boss was just following the incentive plan set up. And the people buying the mortgages in bulk seemed happy with them, as did the ratings agencies. But in my view, most or all of them acted unethically; one can't swim in the mud and come out clean.
Or take a look at the content of a medical ethics class: http://web.missouri.edu/~bondesonw/MedicalEthicsSyllabus.htm...
Even if everybody wants to do the right thing, what the right thing is hard to figure out. Ethics classes force people to think things through. They can't make a sociopath healthy, but they can help everybody else to sort out right from wrong in complicated situations.