It means that even it everyone is doing something wrong, it is not right. It is referring to peer pressure, don't do something just because everyone else it doing it.
Its meaning that just because everyone around you is doing something thing does bot mean its right or that you should do it like if everyone at your school is doing drugs that does not mean that its is good for you or that is right or that you should do it its kinda like peer pressure. have a good day :)