Why can't I do something bad that only affects me?

For the sake of argument, I can think of a few reasons. One may believe that everyone in a common society is interconnected, so there is no such thing that only affects you. Another reason is that humans are such mimics of each other, that anything you do is likely to make it more likely other people do it. (See suicide rate studies that compare it to media coverage of events.)

People are busybodies and like to exert control over each other. It's a power trip.