My dog won't behave even when he knows he's wrong

Honestly, this sounds like every puppy / adolescent dog I've ever known.

Just like human babies, young dogs explore their environment with their mouth. Children eventually grow into exploring with their hands, then with their eyes, but dogs don't have agile hands and keep taking things into their mouths for longer.

I've never known a puppy that didn't destroy at least one pair of shoes / slippers or socks. They seem to like objects with a strong smell to them, so any worn footwear, underwear or sweaty shirt is at risk of being stolen and/or chewed on. Dogs don't do that out of spite, but because they love you so much that they want to have your scent around them like a perfume.

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BUT the fun ends when the dog starts chewing furniture, carpets, wallpaper or other objects that are expensive to replace. Again, dogs don't do anything out of malice or spite, they simply do what feels good to them. Being bored feels bad. Chewing things feels good. Bored dogs chew things out of boredom, like a human would chew a chewing gum. That's why he stops chewing when you have a treat: because treats aren't boring.

One solution is to offer a chewing bone or raw hide dog treat when you notice your dog chewing on furniture. That diverts his destructive chewing to something he's allowed to chew. You could also buy him a rope toy and play tug of war with him to stop his furniture chewing.

Another solution to this problem is to give your dog small tasks and puzzles throughout the day. There are different puzzle feeders that provide a challenge for the dog to get the food / treat out of them. Please have a look at this list for some ideas. If you use some kind of puzzle feeder to feed him his daily meal you can even combine boring, everyday actions with some fun and excitement.

The goal is to engage his brain with a non-trivial but solvable problem for a few minutes, like you would do a crossword puzzle or play a game on your phone when you're bored. You don't need to engage him that way the whole day, but 3 times a day for 5 minutes would probably make a great difference.