It's really not that hard. If they sincerely thought they were doing something legal they would have sat back and waited to be vindicated, not spun up the The Power-Shredder 2400™ in a panic and started feeding it what, for the sake of argument, a court of law might want to call "evidence".
That's a line, crossed pretty definitively.
Cockroaches.
The Enron scandal took place over nearly a 10 year period. The company was weird but likely not illegal for probably half that, most of even senior leadership appeared to be in the dark about the actual fraud (willingly or otherwise) until probably a few years left. They only started shredding evidence with weeks left. This is a 20k person company, no matter how you slice it that many people aren't committing a large conspiracy together and to suggest otherwise is ludicrous.