IMMORALITY. The morality of those who are having a better time.

H. L. Mencken (1880-1956) American writer and journalist [Henry Lewis Mencken]

The Book of Burlesques, “The Jazz Webster” (1920)
    (Source)

Variant:

Immorality is the morality of those who are having a better time.
[Chrestomathy, ch. 30 "Sententiae" (1949)]