It is because you and every one else are lied to about this all the time, from your earliest childhood.
You are told to be honest, while you are being robbed all your life.

You are commanded to respect the law, while the law protects the capitalist who is robbing you.

You are taught that killing is wrong, while the government hangs and electrocutes people and slaughters them in war.

You are told to obey the law and government, though law and government stand for robbery and murder.

Thus all through life you are lied to, fooled, and deceived, so that it will be easier to make profits out of you, to exploit you.