They don't want to get their hands dirty.
Longman Dictionary of Contemporary English gives one meaning of this as "to get involved in the difficult, dishonest, or unpleasant side of something"
He never talked to the media or got his hands dirty in any way.
The origin obviously lies in the fact that there are many tasks, e.g. cookery or farming, that may have valuable outcomes but still involve handling unpleasant things.
If you want a proverb, the common one is You can't make an omelet without breaking eggs. According to Collins Idioms Dictionary, this is used to mean that "it is impossible to achieve something without there being bad or unpleasant side-effects." Breaking eggs is considered bad or unpleasant, maybe because it's messy or destructive. But if you want to cook with eggs, you need to break them.