I see what you're saying and understand that criminals have poor judgment, especially long term.
I still think that there is a natural idea of consequences, even if latent. If no consequences, the only thing about getting caught is having to do whatever thing you're doing again, ie losing time.
I think that this problem is similar to the monkeysphere: there are too many issues and problems for us to worry about, so we typically pick the problems that are closest to us and most solvable.
This is basically the same idea that someone else mentioned in this thread.