We have been taught from small already that if you do wrong you will get punished.
In our minds we know this as truth. The good things we do without a care in the world and often we feel we need to be rewarded, but the bad on the other is like karma, we just waiting for it to catch up on us. We are afraid at how good the wrong things feel and how it's so easy to do them. We get a sense that if it feels so good why is it then so wrong.
We will always be afraid of consequences because you never know when they finally catch up with you and that to me is why we afraid of the wrong.