I guess I think the whole notion that a policy that you personally define as "immoral" is therefore one that you can simply ignore is flat out ridiculous. It's disingenuous and hypocritical and you are lying to yourself to rationalize your own immoral behavior. It is, simply, a complete and total lack of personal integrity.
So I suppose abolitionists were immoral and lacking in personal integrity when they ran the underground railroad before the Civil War in violation of the laws of slave holding states?
I am not going to turn this into a religious discussion but think about religious leaders who broke laws for justifiable reasons. If you're Christian, think of Jesus breaking a good number of laws, such as healing on the Sabbath.
While I am a "rules follower" by nature, there are times when breaking rules is justified. The law even acknowledges this. Breaking the speed limit to get someone in cardiac arrest to a hospital justifies the violation. Self-defense is another form of justification.
Now, I do think that agreeing to a policy and then violating it is normally an integrity issue. You are giving your word and then breaking it. However, merely acknowledging that you have received notice of an employer's policy does not mean you have given your word to follow it. Of course, you have to live with the consequences if you violate it.