I doubt that unethical people act unethically because it just never occurred to them to be ethical, and that they would've known better if there was a class.
I'm less worried about explicitly unethical people than I am about somebody just out of college in their first job whose boss asks them to build something ethically dubious. Professional ethics instruction would A) help determine if something was unethical ("My boss told me to add a feature to our social network app to vacuum up every call and text message made on a device that has our app installed. Should I do that?") and B) provide a framework for people to push back on and censure unethical requests.
The point of teaching ethics is to help people better recognize unethical situations, not to convince the strictly unethical to become what they're not.