Actually I'm sure that elites feel a sense of moral duty, for example to their family members and friends. That's a problem we all have: Extending our ethical intuitions to everyone. It's much easier to act ethically with respect to the person right next to you, harder to act ethically to the person on the other side of the planet. But consider also that an egalitarian ethics is a much easier sell to working people, whereas an ethics of nobility is a more natural fit for the ruling class. There's a lot of power to that old idea that economic conditions determine systems of beliefs. Anyway, my point is that it’s not that elites don’t have morals, they just have different ones.