It’s a frame of mind.
People who wish power over you prefer you worry about what’s legal instead of what’s right.
My concerns are not unfounded. The mysterium team has even put out public responses to their node runners being raided by police for distributing illegal content.
All I was initially asking for was their guidance and best practices for dealing with and minimising the risk of these potential issues which can be found here: https://dvpnalliance.org/exit-node/
Perhaps this is equivalent to being scared to catch a flight because sometimes planes crash but I think it is reasonable to understand the risks and guidance around participating in something that could make you a target.