No one is entitled to free software and should not expect others to slave off and give away fruits of their hard work for free. This entitled communist mentality is unethical.
And, once again, you can sell open source software.
My question: Is it still unethical if the exchange and use of proprietary software is made only between people who fully understand the value of source code and decide to anyway?
If the person running that software asks for the source code, it would be unethical to withhold it from them. However, from the arrangement you made, it would also be unethical for the person to exercise that entitlement which they previously agreed to give up. Two unethical actions don't make a right, so you're just setting yourself up for an unethical situation all around. Better to just make it clear the source code's available on request from the beginning.
Granted, if you sign an NDA and pay extra, you may have the source. If this is the model you suggest, I think it's fair.