Sociopaths are essentially the human version of Always Chaotic Evil in media. Since we consider morality to be good, they are naturally depicted as amoral and selfish. While it is somewhat Truth in Television, sociopaths are still human, and it's not unnatural that sociopaths have a sense of right and wrong, even though it is completely different from what other people consider that to be. Many diagnosed sociopaths are known to have moral codes, usually unique to them, but occasionally based on preexisting social codes as filtered through their particular perspective. Naturally, since these types of morality focus more on abstract concepts rather than the people themselves, expect some rather nasty extremism.