Well, barring cloning yourself, I don't think there are any ways around this. Anyone who does admit you must know that you, as a candidate who was viable for their program, may also be viable for other programs. I'm sure that they also understand that you, as a human being with your own agency, are able to make decisions and choices and consider a variety of factors independent of how well they treat you.
If you absolutely 100% know you would say "no" to them specifically, however, and you're wasting their money and time, you should definitely feel bad about that. They have enough trouble funding us as it is.