OK, to really answer this, I need to define what "the ethical way" means. My answer here is going to be based on this:
Ethics, Defined
Matthew 22:36-40 NIV
“Teacher, which is the greatest commandment in the Law?”
Jesus replied: “‘Love the Lord your God with all your heart and with all your soul and with all your mind.’ This is the first and greatest commandment. And the second is like it: ‘Love your neighbor as yourself.’ All the Law and the Prophets hang on these two commandments.”
Essentially, if you love God above yourself and love other people above yourself, you're following God's commandments, and therefore, acting morally.
Anything that would be considered "unethical" would go against one or both of these commands.
Note that this is not the best definition, sociologically speaking, but it will suffice.
Why do something Unethical?
Next we need to determine motivation for doing anything unethical at all.
Based on our definition, anything that is not done with (a) love toward God or (b) love toward someone else, would be unethical. Lying for your own benefit would be a good example of this. Manipulating someone towards your own gain is another example.
This seems to show that any action chosen that does not show love toward God or others would be unethical. Also, I'd put forth that we won't perform these actions unless they benefit us.
So the motive to do something unethical is so that it may benefit us (either in the short term or the long term).
Making the choice
When we come to a decision that has either an ethical choice or an unethical choice. The ethical choice is going to be one that tends to benefit others rather than ourselves.
Because of this, it makes it difficult to choose the ethical road when there's no motivation for choosing the ethical path over the unethical path. Oftentimes, the "correct" choice is made due to social coercion or guilt. But lacking these external forces, most people will, given the option, choose the thing that benefits them rather than something that does not benefit themselves.
Summary
We chose the unethical/immoral path because it is the path that has the most obvious and most personal gain. It often appears "easier" to chose this path because the personal gain of the unethical choice is such an large positive compared to the personal sacrifice of the ethical choice.
Since we see gain towards the unethical and sacrifice towards the ethical, we are immediately, automatically drawn towards the unethical choice (making it appear "easier").