Privacy, security, and accessibility, like ethical concerns in mobile applications (a.k.a. apps), commonly subsumed under non-functional requirements, are generally reported by users through app reviews available in app stores. However, these remain unidentified among other types of reviews, such as user experiences, problem reports, and new feature discussions. Over the past decade, extensive research has focused on extracting valuable information from app reviews, including feature requests and bug reports. However, there remains a lack of a synthesis of research related to app review analysis for exploring users' ethical concerns. This paper presents a comprehensive survey of this research area, covering 37 relevant studies published since 2012, identified from the initial 553 studies using specific inclusion and exclusion criteria. The studies examined vary in review counts, ranging from 500 to 626 million, and include between a single and 1.3 million apps. Our detailed analysis highlights diverse objectives, methodologies, and strategies, along with additional resources such as app privacy policies, which researchers generally utilize to analyze ethical concerns. Our findings also identify persistent barriers to privacy, security, accessibility, transparency, fairness, accountability, and safety, as reported by users in app reviews. Furthermore, we propose a research agenda that focuses on four key areas, including automated extraction and classification of ethical concerns-related app reviews. Our survey outcomes can assist developers and system architects in recognizing and prioritizing non-functional requirements at the initial stages of the development lifecycle, whereas researchers can expand upon this synthesis to create tools for the automated detection of ethical concerns.