There are certainly many cases where doing the right thing costs more than doing the wrong thing. One of the tasks of good government is addressing exactly those cases… for example, good government makes murder unprofitable although it would be extremely lucrative otherwise. In a less extreme example, good government can make practices that would otherwise render the planet uninhabitable over time extremely unprofitable, or bad government can sponsor such practices (mining coal and fissionables comes to mind here).
But I’m the wrong guy to address as Homo economicus - I am a proponent of all kinds of economically irrational behavior, like compassion, adoption of impoverished children, self sacrifice in good cause, and so forth. 
