Most unethical behaviors (regardless of being illegal or legal) have significant personal consequences. However, most unethical things are actually also illegal, falling under "fraud", "willful neglect", etc.
There's a gray area, usually referred to as "dark patterns" that aren't yet proven to be illegal, but likely are, if the regulators ever had the free time to care.
But yeah. Unethical people might find they have a hard time actually getting past a certain point in relationships (business or friendly), though sometimes it's good to have a few shrewd people in your back pocket to call on.