Any conscious behaviour takes more energy than unconscious behaviour. I have seen many people, who worried less about morals, do very well. They save energy and reach higher levels (Whatever higher level means).
That is not bad at all. It is how we define ourselves i think. We can be happy with whatever we are or even better find reasons to justify whatever we are.
I have come to a conclusion that morals and its friends are important only when our decisions affect lot of people: such as in politics. Otherwise we are fine, I think.
Or some have the advantage of being what they think is right. There is no burden. Others have to struggle to be their ideal self.