Your game theory applies to people as well: if you find a wallet on the street, it doesn't make sense to give it back to the owner.
And yet, you'll find many people who do give it back. That's because we have evolved emotions such as altruism, or empathy. Those are still useful, even when most of morality has been formalised into criminal law, because societies tend to work better (and are more fun) if you can trust people, at least for the small stuff.
There's no reason we shouldn't expect corporations to follow a similar path,