Why, in the philosphical sense? I actually do think that Gekko did something wrong. And he was so rich and arrogant he would be the perfect target for any prosecutor making 150000 a year and trying to live in Manhattan. The perfect target for someone who believes in the concept of deterrance.
His clothes did seem just a trifle "slick". But not to worry: He doubtless got out after a few years, just in time to flog internet stocks in the late 1990s.