An ethical dilemma is a question that involves choosing between different moral principles, neither one of which is objectively better. Often, picking one of the options means you are transgressing the other one.
Because it is a difficult situation with no objectively better answer, the help of a person with more experience, in this case your superior, can sometimes be useful. Moreover, there are often regulations at work that help employees navigate these type of situations in a successful way. Finally, ethical dilemmas are particularly difficult to resolve and deal with, and asking for help will always help assert the validity of your claim.
