Present employers? Certainly. A number of business schools do this already in the selection process. If you run a gun school and a student comes to you to tell you he is using your training to rob a bank, it would be unethical to teach him. If you are doing training on hacking and you know the student will use this hacking for unethical and illegal wiretapping, it would be unethical to teach him. Again, it is fine to discriminate on what someone is doing.
Future employers? If the candidate is locked into the path - eg, he will use your training to rob a bank, then it would be unethical to teach him. However, as he has not done it yet, and people can change their minds, it would likely be ethical to teach him while also steering him towards the correct path. Ethical or not would depend on three factors: how likely you are to sway him; how much damage he would cause if you could not; and how easy it would be for him to find the training elsewhere, where he would likely not benefit at all from steering.
Past employers? This one is, unfortunately, much harder. If someone is a murderer and has not gone to jail, should you discriminate? If someone is a murderer and has gone to jail but is not repentant, should you discriminate? If he is repentant, should you discriminate? This one is difficult because it crosses the line of 'who one is' and 'what one does'. I'd say everyone will give different answers here based on a huge number of factors. It likely comes down to repentance and acknowledgment on whether what one does was wrong and believable agreement that it will not be done again.
Of coarse, sometimes we put our own safety above ethics, and people have differing opinions on whether that is right or not. There is no easy answer there.
Really I was just wondering if you have any examples of legal but unethical employers that you believe it's okay for a university to cite to discriminate against an applicant, in your home country. Perhaps the military?