Should you rob the bank?

Probably not.

Should you have sex with the minor?

Probably not here.

Should you confess to the crime?

Hell no. "The Fifth" is the only significant law-item that I'm explicitly familiar with. And I'm not even American.

Your personal utility is one thing - but "should" and "ought" often have more to do with what society thinks of your actions.

More often what you want society to think of people's actions (either as a signal or as persuasion. I wonder which category my answers above fit into?).