The reason to think and speak in such a manner (with regard to law) is because we live in a society where we have a social contract with all of the other people

The reason to think and speak in such a manner (with regard to law) is because we live in a society where we have a social contract with all of the other people and businesses in it. It is frowned upon for individuals to go around and commit illegal acts that they deem ethical because of that social contract. It would be chaos if we did not adhere to the laws that society has agreed upon. This is why we come together and vote on what we deem to be unethical and make it illegal.