The ones who cheat usually get caught and in some way burned or punished.
If they don't get caught, they have to live with the knowledge of their actions and keep aspects of their lives secret - which has a price in less intimacy and closeness with others.
Rules are put into place for everyone's benefit. You can use your brains and creativity to win by doing it "legally"! That's a true WIN! Anyone can cheat .. that doesn't take any effort. Smart will win out over lazy and arrogant any day.