No. I would prefer that people be in jail for good cause.
However if you actually have no moral system, then odds are good that you both have done things which you could be put in jail for, and routinely hurt (emotionally or physically) those around you. Which is why I'd prefer that you actually be caught and put in jail.
The old term for someone with no moral system was "psychopath". When I say "no moral system" I mean a person who could lie, cheat, steal, rape, injure, maim or kill with no provocation or excuse, and who would feel no sense of guilt about having done any of those things. The only restraint on people like this is fear of being caught and punished. That restraint is important, most with this disorder do not actually go out and rape, injure, maim or kill random people. (Note that this list is shorter than the previous one...) But the deeds of some with the disorder has fixed a popular image of the psychopath as a crazy killer. Therefore the term "sociopath" is being used these days instead. The full-blown disorder is thankfully rare, but one could always wish that it was rarer still.