I think it’s also perfectly reasonable to say the truth instead, and replace “professional ethics” with “personal”.

If they are appreciative of you, and don’t truly want to do whatever it is that makes you the most comfortable or happy, they should be exposed to a learning opportunity.

If they get offended. Maybe they eventually figure out that, just maybe, you shouldn’t express gratitude with selfishness.

Anyways. That’s ny two cents. Say it as it is.