"Perception of Impropriety"

I am interested in getting some feedback on this point:
In a recent incident, there was perhaps no legal issue, but there was an undeniable perception that something unethical had occurred. What are your views on the thin red line between these points (i.e. "legal" and "perceived as unethical")

Should we try to step up to the plate and keep to the high moral ground where we even avoid the perception of unethical behaviour ?

How can we do this without moving far from what the average elected official can think with ?

Any thought/comments are welcome.