Why would any commodity be marked as stolen in a lawless jurisdiction. They will not care if it is stolen or not. In fact I would have it in anarchies that any stolen goods are treated as not stolen.
I think the idea is that cargo containers themselves have encrypted ID/tracking technologies in them. SO if you steal one from somewhere, the canister itself will self-flag as "stolen". If you take it to an Anarchy system, people will still care whether or not the canister they're getting from you is marked as "stolen" or not, because it limits their ability to re-sell it. If they're just planning on opening up the container and using all of it's contents right then and there--Ok no Problem--but the world of Elite Dangerous is essentially one giant network of middle-men and most commodities are likely to be re-sold somewhere else.
Consequently your stolen cargo is objectively less valuable, even to criminals, even in an anarchy system.
"But can't they just hack the cargo software and spoof the ownership data? Or can't they just take it out of the canister and load it into a new fresh one?"
Yeah they can. That's work. That's why your stolen cargo is less valuable. Even to criminals.
Or you can look at it from the reverse perspective:
If the "legit" market and the "black" market were all one thing, then that would mean when you *buy* cargo at a market in Anarchy systems, some of it would be stolen goods (and marked/transmitting as such), and if you took it anywhere outside of an Anarchy system, you would only be able to sell it at Black markets, not in regular markets. Would you be willing to pay the same prices for goods which can get you a fine or bounty, as you would pay for clean goods?