Why do people do things that they know are wrong, but are shocked, angry, and resentful when they get caught?

Just because it's wrong doesn't mean they don't want to keep doing it.

We? I don't think we ALL do that...some of us are all grown up

Because we are a prideful, selfish creature by nature and we validate our actions or blame others to deflect guilt or blame from ourselves...when it lays solely at our own feet

Those who do, are either operating from a point of self-entitlement, where they have convinced themselves that they’re somehow justified. Or they know they’re wrong and the anger is actually guilt and embarrassment.

a defense mechanism??

I'm shocked at myself