It's because they're fundamentally conformist. They don't want to break the law because they respect the idea of having a law, even when it's bad.

If they were legally able to just pay enough money to have it bulldozed, legally, I have no doubt they would.

As for your stabbing example, we actually have to have "good samaritan" laws to protect people from prosecution for defending a child from a murderer because, otherwise, people wouldn't.