For some perhaps but for many lacking a conscience it does not apply. They only feel bad about getting caught, not about what they have done. The ones that will feel bad are the those that were mostly good but were compromised.
I didn’t say depression because they recognize their essential badness. I said depression because they know their bad actions are about to be exposed and there will be consequences for their actions. I’m sure most of those self justify their actions, even when they know they’re violating laws.