Morality: Is a state of mind. What MAY appear to be "Immoral" to one person may not seem immoral to another person. My first question would be: "How did your son reply". Sounds like you're asking for confirmation on whether your son answered the question appropriately.
Let me elaborate. A superior might order you to torture a prisoner. OR; A superior might order you to fill out information on a report that wasn't totally honest. Both might appear to be immoral to some people. The 2nd might not seem immoral to some, depending on the subject matter. Morality is personal. It's a state of mind. Just like religion is personal to the individual. Some try and live a totally "Moral" lifestyle. While others, with just as deep a conviction to their religious beliefs, has no problem drinking alcohol, smoking, pre-marital sex, or even homosexuality.
Guess what I'm saying is: If I was asked that question, I would respond by saying that "Morality" is personal. That each scenario is unique. That if the interviewer could give a specific scenario, then I would be able to respond on how "I" would handle the situation. Handling it could be as simple as discussing it with my superior. Maybe it's elevating it to "Their" superior. Maybe there is a way to accomplish the task while making everyone happy. Maybe what is being asked of me to do, I don't consider immoral. The military isn't "The Movies". We aren't robots who automatically do what we are ordered to do, just because we are ordered to. Anyone who is charged with murder, war crimes, etc... and hides behind the guise of "I was order to".... Well, that person is an idiot. The military doesn't ask or expect that of us. There will no doubt come a time when an order give is one in which we may have apprehension over. Depending on the order, our morality, possible consequences, etc... will determine how it is handled. Good luck. Mike....