As multilingual Large Language Models (LLMs) gain traction across South Asia, their alignment with local ethical norms, particularly for Bengali, spoken by over 285 million people worldwide and among the most widely spoken languages globally, remains underexplored. Existing ethics benchmarks are predominantly English-centric and shaped by Western moral frameworks, overlooking cultural nuances vital for real-world deployment. To address this gap, we introduce BengaliMoralBench, a large-scale ethics benchmark designed for Bengali language and sociocultural contexts. Our benchmark spans five moral domains: (1) Daily Activities, (2) Habits, (3) Parenting, (4) Family Relationships, and (5) Religious Activities, each subdivided into ten culturally grounded categories, totaling 50 subtopics. Each scenario is annotated through native-speaker consensus under three ethical lenses: virtue ethics, commonsense ethics, and justice ethics. We conduct a systematic zero-shot evaluation under a unified prompting protocol across both open-weight and closed-source models, including recent Llama and Gemma variants, Qwen and DeepSeek models, frontier models (GPT-4o-mini and Gemini 1.5 Pro), and a large multilingual baseline (Qwen3-Next-80B). Results show substantial variation in performance across lenses and domains, and our qualitative analysis reveals persistent weaknesses in cultural grounding, commonsense reasoning, and moral fairness. These findings expose critical limitations of current LLMs in non-Western settings and underscore the need for culturally grounded evaluation. BengaliMoralBench provides a foundation for responsible localization and benchmarking to support the deployment of language technologies in culturally diverse, low-resource markets such as Bangladesh.