Everybody should ask these questions but in reality most people don't and go along with their leaders. Standing up for your values is inconvenient and often comes at a high cost if you are not independently wealthy.
Exactly. The problem is that everyone is beholden to money. If you do the right thing, you lose your job. And maybe even get blacklisted so you don't work again. Stuff like this is stuff of nightmares but it happens over and over again. Enough to make people think twice or thrice about going against the status quo.
It's not difficult to do at least some research of a company before you accept a job. Take the extra month to find a job with a company that's never had any scandals that you're uncomfortable with, one whose business model isn't built on violating their customer's privacies or being otherwise ethically dubious, and one who emphasizes ethical responsibility in their code of conduct. In other words, pay the cost upfront.
It's not a sure way to ensure you never encounter these problems, but it will reduce the likelihood.
The market is either a supply market or a demand market. If you are in a job supply market, where there is more supply than demand, perhaps you can do that. If you are in a job demand market you can not do that. And sure this should be how a person exercises his morality. But I think most ethically dubious situations are not evident outright. Big companies spend a lot of money through P/R department to keep their images clean.