stolen pleasures are (the) sweetest
That which is illicit or illegal is all the more enticing simply by being illicit or illegal. Some people end up cheating on their spouses and partners not out of some deep affection for the other person, but because stolen pleasures are sweetest. Why slave away all day to buy nice things with our hard-earned money when there are ways to get them for free? Stolen pleasures are the sweetest, after all.