on morality and ethics

These days, we are learning business ethics. Under this subject we are coming across various theories about morality and ethics like utilitarian and Kant's etc. what intrigued me is an assumption which is accepted by almost all. ( or let's say by our teacher for that matter) the assumption is that anything you do, which does not have implication on others is considered amoral.

Now for novice readers, amoral is something that need not be considered by morality perspective. It is neither moral not immoral, it is just out of scope of morality. The assumption sounds good, and it holds practically in all situations where morality issue is present. But is it really correct to assume that morality is only a matter of consequence?

For example, stealing a car and killing people by reckless driving is immoral. but what about playing a game which involves same act? If we accept the assumption, playing such a game is amoral.

However, in categorizing the game as amoral, we are ignoring the mentality. The game may not have any consequence on others, but the person who loves to play such games takes pleasure in immoral acts like stealing and killing, isn't it? Thus we are judging the act by its consequences alone. It is practical in most cases, and yet by ignoring the intention we are making a fundamental mistake in deciding upon the morality of an act.

What is your take? Should we judge morality by consequence? Or should we judge it by intention?