There is a difference between unethical and illegal. I don’t have any BATS at the moment, but I have held some in the past. Selling a dangerous product like cigarettes may be unethical, but bribery is illegal. Under UK laws you can be prosecuted for bribery even if it takes place abroad with foreign officials.
Personally I don’t have an issue with investing in less ethical investments. I can’t change the world, and me making a few quid off these companies doesn’t make any difference in the long run.