Why would a company believe it's doing illegal stuff? That wouldn't make much sense unless it's made out of people that are OK with doing illegal stuff (Mafia?). So of course most employees don't believe that.

And whether or not such training is meant by executives to hide illegal behavior that they are aware of it's also catching many cases where people are just dumb and use wrong words to mean different things, words that have specific meaning in a legal context and that can hurt the person and the company although there was no illegal act being done.