Asking to not work on a job/contract.

So the company I work for is a subsidiary of a larger corporation. Some of the other subsidiaries handle contracts related to border security and detention centers. I have been told that in the next year I will be involved in doing environmental work at a construction project that is probably for a migrant detention center (it is at a location on an island that has been in the news lately). I have a lot of moral/ethical issues with that. I want to ask if I cannot work on the project. Has anyone here ever asked to not work on a project for ethical reasons, and how did it go?