My experience is limited. I got it to berate me with a jailbreak. I asked it to do so, so the onus is on me to be able to handle the response.
I'm trying to think of unethical things it can do that are not in the realm of "you asked it for that information, just as you would have searched on Google", but I can only think of things like "how to make a bomb", suicide related instructions, etc which I would place in the "sharp knife" category. One has to be able to handle it before using it.
It's been increasingly giving the canned "As an AI language model ..." response for stuff that's not even unethical, just dicey, for example.