This is indeed an ethical concern in many countries, although I've never heard it voiced in the U.S. before.
I think I look at it this way. The things that it would actually benefit the world for me to do are not the same, by and large, as what employers would pay me to do. I could get a job doing all kinds of things -- working at Starbucks, running a company that produces widgets, whatever -- but the good I produced would be fairly small. I don't think we actually need more consumption and production in Western countries on this planet. I'm not convinced I'd be adding to the greater good just by having a job. I'd get money, but for doing anything worthwhile? I dunno. It might even be argued that if I can support myself without a job, I shouldn't be taking up a job that someone else might genuinely need to support themselves and maybe their family.
But if I feel adding to the greater good is important, I can use the time I save by not having a paid job, and work for the stuff that is important. I can fight unjust laws, try to restrain polluters, clean up wilderness, work in soup kitchens, advocate for causes, send money to worthwhile organizations, build houses for the poor. Surely that's a lot more worthwhile than making more widgets or serving more coffee?
As for what others do, or should do, with their money -- I can have my opinions, and I can advocate for my position, but ultimately my primary responsibiity is to live my own life the way I feel is right.