A number of questions about this issue have been asked on the global StackExchange Meta site:
You can read them for yourself to form your own opinion, but it seems to me that the consensus is that questions should not be closed purely because they are asking about unethical activity. A number of the answers make the point that there are various levels of response, ranging from "just answer with no comment about the ethics", "answer with comment about the ethics", "do nothing", "downvote" and "flag". At least one answer also suggests that if the question asks about activity that is likely to bring negative consequences for the asker (e.g., "how do I break the law in X way?"), you can answer saying "Don't do that, you will go to jail/be sued/ruin your professional reputation/alienate your family/etc." This kind of answer may not be what the questioner is seeking but can nonetheless be the most pertinent advice.
My own feeling is that questions about how to be a big meanie should be allowed, but may not get answers that actually help the person to be a bigger meanie. For the question you linked to, I agree with Ganesh Sittampalam that, although it sounds like the questioner is being shady, we don't know the whole story so it's hard to judge. Moreover, in that case the question itself ("are chargebacks possible with paypal?") seems clearly legitimate and could be asked for legitimate reasons, so we would be closing it solely on the basis of the asker's perceived intent, which I think is too much. This is in contrast, for instance, to conceivable questions like "Can I buy something from my own business with a credit card to circumvent cash-advance fees?", where the entire concept at issue is ill-advised and against the rules.
I also think that PayPal-chargeback question is unusual in that there's no apparent attempt by the asker to conceal the fact that he's trying to give the other person the shaft. I can imagine questions where the ethical issues are so serious and so blatant that I would support closing the question (e.g., "How can I bamboozle my wealthy senile grandmother for financial gain?"), but I think in most cases if the potential damage is so great, few people would be brave or foolish enough to ask the question directly. So, basically, I think we are unlikely to see many questions that are both ethically dubious enough and forthright enough about it that explicit closure is warranted on purely ethical grounds.