Are you concerned with the effects of your work on society?

I second @JohnFen.

You can't not be. I've been asked, and offered a crapton of money to do things that I just would not be able to sleep at night if I had said yes to, and one of the more troubling bits I've come to realize over the years is that even the more "benign, boring" work verticals, once you dig deep enough, are inevitably very ugly and disturbingly willing to throw their weight around in terms of inflicting boundaries on society.

You have to be picky. No one else will.

Yes; but it's not a clear line of good and bad. I ended up in the defense industry for a bit despite my distaste for it. However, some of the stuff I saw from the countries you'd expect us to be looking at was concerning; and there was a level of yeah, someone should be looking at this. But I still had to leave and did for a job in the non profit sector where I am much happier and truly believe in the mission.

Very much so, yes. I feel that it's part of my professional duty and personal ethics to take into account the larger implications of any work that I do.