Both sides
Parents of the world, when you teach your kids morality, also teach them about the cost. Children need to know that being moral will mean not getting many things they want in their lives. I feel that this disclaimer is often too small a footnote. The earlier they know this, the more reasonable they will get with their expectations. Deep down, life decisions are a safety vs. satisfaction optimization problem*. And at least according to me, it is better to know about the trade-offs than to believe that one is better than the other.
