I think the fundamental statement is that, "Society teaches you that some acts are forbidden." The concept of "forbidden" entails negative consequences. More generally, I think you're analyzing a social phenomenon at an individual scale, which is needlessly confusing things.

Let me make three assumptions. I don't think there are any societies that would contest them, though of course nihilists, egoists, and other special philosophies exist.

1. There are certain acts that are detrimental to the sustained existence of human society.
2. These acts are often highly beneficial to individual humans who commit them.
3. Society must substantially prevent these acts from occurring.

Given that all of these are true, there are bound to be forbidden acts. Something is not forbidden where a rational actor prefers all of the consequences of doing over consequences of not doing it (i.e. assuming a 100% chance of being caught). For example, if the legal consequences of thievery were that you were given a large wad of cash so you wouldn't need to steal, this would not really amount to forbidding theft, and indeed it would encourage it to occur. Also, that wad of cash had to come from somewhere, and thus you've diverted resources from some other entity.

The concept of forbidding something requires it to have unpleasant consequences. (This is excepting fantastic situations like omniscient police.) That doesn't mean that your happiness has strictly negative value - we don't torture prisoners - but it does mean that some unhappiness must be inflicted on some individuals that happiness generally can be maximized.

It might be nice if we could get all the results we want without having to make people suffer, but reality just doesn't work like that. Understanding crime and punishment from a utilitarian perspective is really no different than understanding going to the dentist from a utilitarian perspective. It's unpleasant, and if we could get the same results without doing it, we would, but we can't, and it's much better than the alternative.

I think this practical necessity has then shaped most people's concept of morality. It's really good for society if we punish murderers, therefore, it's really good to punish this murderer. Carrying out just punishment does increase utility (there are interesting prisoner's dilemma parallels here) in the aggregate in the long run, and thus we assign positive moral value to it.

I'm curious as to an alternative approach. What would you do with thieves, murderers, and rapists, that can actually be done with existing technology?