The means are scarce, so we can't do all the things we would like to do and our choices necessarily involve tradeoffs. Because it is not in their self interest. For one thing, they don't think they can get away with it. For another, most people see that such behavior, carried on on a large scale, would lead to tremendous insecurity for everyone, including themselves, or to a police state. It tries to take account of the well being of all groups.
Margin means border or stopping point.
It also means very small increases or reductions in the level of a given activity. Marginal benefit is the benefit from a given unit, say the sixth unit or the seventh. If no unit is specified, marginal benefit is the benefit from the last unit of a good. Marginal cost is the cost of a given unit, say the sixth unit or the seventh. If no unit is specified, marginal cost is the cost of the last unit of a good.