I'll get downvoted to oblivion for saying this, but conscience is why I choose closed source over open source.
If I open my source code, anyone in the world can use it to do whatever they want, evil or otherwise. With closed source, I can choose who my customers are -- at least I have more control over it. Of course if people are skilled, bad, and determined enough, nothing will keep them out.
I can and do, also choose to let people use my software for free when I want to. With Open Source, I don't have that power.