No, actually, it doesn't suck to have morals. Truth and light and faithfulness are beautiful things. Having fun (self-actualizing) while you are destroying people's lives is ugly.
Why must having morals suck?
I think it sucks to be boring, to be afraid, to be needy, to feel like you have no power, like you have lost yourself. It sucks to wait around for every emotional crumb that our WAS throws us. It sucks to always be reacting and on the defensive.
Let's be moral, but on the offensive. Living lives of truth, beauty, passion and delight.