Putting aside the problem with relying on government approval/legality to secure your ability to transact and what the courts currently permit (defeats the point of Bitcoin)...

If you're already in court they would ask the same thing about your Lightning transaction "why were you hiding?"

If you say to save on fees and think that will be a good argument, you can say the exact thing about a Monero transaction. That Monero offers the cheapest fees without sacrificing the trade-offs you prefer over Lightning or any other cryptocurrency.