But where do you draw the line between offering genuine convenience for the end user and UX tricks? Is underlining a link unethical because it's giving undue weight to highlight an action you want the user to notice? (I know, reductio ad absurdum, but I think it's valid to point out personal interpretation of ethics can be stretched beyond usefulness).

That's more of a rhetorical point - I don't believe most things related to "morality" can ever be as clear as black/white, ethical/unethical, and think it muddies waters to assert it does.

Considered design does not always exactly equal purer-than-pure ethical design.