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What has loyalty gotten you?
This question is so fundamentally wrong, but such a good example of what is wrong with most people.
Most people don't actually have an ethical system. They simply substitute tribal dynamics or what 'feels' right in the moment for ethics.
Loyalty, and most virtues, aren't about what you get from them. Thinking of them in those terms is itself an example of the lack of any ethical system.
Loyalty, and most virtues, are about having a system of values that you think are right, and then living up to those values. Even when it is inconvenient. Especially when it is inconvenient.
If a system of beliefs, like religion, is something you espouse to believe in then you live those ideals. Otherwise you're just there to feel like you belong in a group.