Ensuring that Large Language Models (LLMs) return just responses which adhere to societal values is crucial for their broader application. Prior research has shown that LLMs often fail to perform satisfactorily on tasks requiring moral cognizance, such as ethics-based judgments. While current approaches have focused on fine-tuning LLMs with curated datasets to improve their capabilities on such tasks, choosing the optimal learning paradigm to enhance the ethical responses of LLMs remains an open research debate. In this work, we aim to address this fundamental question: can current learning paradigms enable LLMs to acquire sufficient moral reasoning? Drawing from distributional semantics theory and the pragmatic nature of moral discourse, our analysis indicates that performance improvements follow a mechanism similar to that of semantic-level tasks, and therefore remain affected by the pragmatic nature of moral latent in discourse, which we name the pragmatic dilemma. We conclude that this pragmatic dilemma imposes significant limitations on the generalization ability of current learning paradigms, making it the primary bottleneck for moral reasoning acquisition in LLMs.