Everything's immoral about song (6)
I believe the answer is:
ballad
'song' is the definition.
(ballad is a kind of song)
'everything's immoral about' is the wordplay.
'everything' becomes 'all' (all things).
'immoral' becomes 'bad' (synonyms).
'about' is an insertion indicator.
'all' going into 'bad' is 'BALLAD'.
(Other definitions for ballad that I've seen before include "Lay, narrative song" , "Song type" , "Poem telling a story" , "Slow romantic song" , "Narrative song with a recurrent refrain" .)