Diplomacy is the fine art of lying and not getting caught.
Spies are annoying and difficult to detect, if they are any good at what they are doing.
War is about exploiting your opponents weaknesses to further your own ends.
None of these are unethical in my opinion.

There are few things I consider unethical such as:
Botting
Multi accounts
Leaving a friendly alliance to launch an attack, then jumping back in before retaliation can come.
Infiltrating an alliance for the sole purpose of causing disputes within the alliance and with other alliances.

I tend to ignore or laugh at silly pm's, with threats and insults. Usuallly it just means that they are hurting in the lowest part of the back anyway.