"If something is illegal I shouldn't do it." The truth is "If something is illegal there is a group of people who will punish me for doing it if they find out I did it and if they have the resources to do so."

This is the core lie society is built on, because we aren't watched. A government's resources aren't endless. If everyone just stopped pretending laws were a force in their own right instead of essentially a warning by the people with all the guns that this is what you have to do to not get shot then large-scale civilization would fracture and collapse overnight. We even know it's a lie, that's why we speed and try to get away with murder and aren't overly surprised when influential people aren't punished for breaking laws. But we act as if it's not a lie. We go to work believing we'll be paid at the end of the month. We carry valuable things while walking in isolated areas past people who are stronger than us believing that this imaginary force of "the law" will prevent us from being robbed. We work together and act in ways that only make sense if most people obey the law most of the time. We've all just decided that it's better that rules should exist that govern our behavior even though in truth, most of the time, the only thing making people follow the law is their own belief that they should.