Why don't we teach good guys how to fight dirtier than the bad guys?

We do. They are called Marines.

Because morality is subjective, and the second the good guys start fighting dirty they become bad guys.

The "good" guys do fight dirty. Example : CIA, Mossad , MI5, the Vatican's Opus Dei etc. etc. etc....

Because then you wouldn't be able to tell one from the other.