So, if there were no consequences, you'd walk into a store and take whatever you wanted without paying? And if someone tried to stop you, you'd beat them down for it? You'd push a disabled person into traffick for money? You'd be willing to sell children into slavery?
Morals don't happen just because something bad happens to you when you do bad things. As the other comment says, morals happen because humans are, at their core, an empathetic species. It's how we survived. It's how we evolved to create and use tools, it's how we developed society. Yes, there are unempathetic individuals who stand on the backs of the rest, squeezing every ounce of value out allowed within the law (and some don't even stop there) but they are a very visible minority, in my experience.
You're not good because you're afraid of the consequences of being bad. You're good because you have empathy and know that kindness is overall better for everyone (you included) than nastiness or immorality.