It hasn't happened often to me either, but I imagine it varies quite a bit depending on what industry you work in, what your main product is, who your employer is, and what the team you work on is like. Some kinds of products have fairly obvious inherent conflicts of interest (health insurance, advertising) whereas some don't. Some don't seem like conflicts of interest until something blows up (like mortgage lenders selling bad mortgages to be bundled with other bad mortgages into financial instruments given AAA ratings). Some conflicts of interest are mitigated somewhat by legislation, whereas other industries are mostly unregulated.
Variability between people in regards to where they draw the line between ethical and unethical probably plays a role too.
I suspect that a fair number of people on sites like this though probably work on fairly abstract things like device drivers or compilers, where ethical dilemmas are relatively infrequent. And even fields like autonomous driving where there are disagreements about the right technology, I don't think many people are morally conflicted about whether cars should crash more or less often -- I hope most everyone agrees that fewer and less damaging car crashes is the goal.
Across 3 companies in 10 years, yeah, each one requested me to pursue ethically questionable ends. Sometimes it was an abuse of our customers. Sometimes it was an abuse of other employees.
I could tell the people requesting these things often felt trapped themselves, that they had to. In one occasion, I was told the company could shutter in months if "we" didn't throw up smokescreens and obfuscate the product.
An important lesson is these types of people don't actually value you if you deliver their unethical requests. They've already demonstrated their lack of backbone. It's rarely a quality that cohabitates with empathy and respect.
I worked in ad tech for 6 years. Once we got involved in APAC territories an exec bragged how there's no net neutrality so we could combine our tech with the Telco they owned to completely identify a person clicking on an ad.
I can count on less than one hand the times when I was asked to do anything I felt was immoral.
Maybe folks know better than to ask me ...