We need to teach our students that the employment they take doesn't exist in a vacuum. Your choice of employee can impact not only yourself but the wider world. There's more to life than intellectual satisfaction.
However, this differs from universities teaching students which business areas are more moral to work in than others. Who would have the authority to decide which businesses are more ethical? Some argue that working in the defense industry is the least ethical career choice, while others claim it would be immoral not to support a country's right to purchase weapons for self-defense. These judgments are often subjective and could be heavily influenced by individual teachers' biases.
Similarly, doctors learn medical ethics, and, of course, not every question has the "right" answer. Partially, medical (and research) ethics are about knowing what constitutes malpractice under current law, but it's also about some more general ideas (on which the law might be based) that are hard to quantify. Here's one example: during a drug research, if the interim results show that the newly suggested treatment is unambiguously better than the one given to the control group, the researcher is compelled to stop the research and just move everyone to the new drug. But, the reality is rarely so clear-cut. The researcher might not be confident in the accuracy of the intermediate results. While the average success from a particular treatment might improve, it might also worsen the situation for some outliers in the target group etc. All this would lead the researcher to the situation where they need to select between continuing and stopping the research with no clear best choice.
When I taught design I ended one of my courses with a lecture and discussion on ethics, and I'd like to think I was pretty even-handed. One common issue that most young designers encounter is being asked to implement dark patterns that improve the company's profits at the expense of the end-user's well-being. The goal of that lecture was not to tell students what is right and what is wrong but to get them to think critically about the effects of their decisions on end-users, customers, society, and the planet. But those answers are different for everyone, for example in my case I was more ethically comfortable working on US military projects than projects involving advertising, social media, gambling, or other forms of psychological manipulation.