Very short sighted answer. I'm not willing to sacrifice my values. Am I willing to work for/with others who have other values? Of course.
I'm pro-choice. Not all my coworkers are. We work together just fine.
I believe in welfare. My boss is a hardcore republican. We work together fine.
Why? Because those morals don't apply to the job. Now to get closer to the mark:
I believe in minimal accumulation of only annonymized data for use in improving my project. Some of my coworkers want far broader reaching data retrieval. We comprimised somewhere in the middle. We're not using this data for anything I consider immoral or selling it off, but we're keeping more than I consider absolutely necessary. I'm ok with this, so long as there's certain things we don't track.
I work for/with people with vastly different morals all the time.
Even ignoring that, its possible to be in a situation where you can't/it's difficult to leave a job, or for there to be something you're slightly uncomfortable with but doesn't breach your morals to the point where you have to leave in a huff. The world isn't black and white. And that's of course assuming you actually know everything the company is doing (you don't) and understand all the implications and future uses.