Most of the time that means you're recovering goods that are considered illegal, So when you're returning them to the port/outpost/whatever to turn the goods in for the mission, you have to be quick/avoid system security vessels, or they'll scan your cargo and then fine/start attacking you for illegal contraband. If you're getting one of those missions from an outpost (somewhere where you dock on the outside of the station, not fly into and dock) you're probably not going to have to worry about system security scanning you before you dock. If it's from a station that you have to fly into to dock, those mostly have more system security vessels hanging around, so you'll have to move quickly to get in before getting scanned, or use silent running/0power mode and glide in to avoid scans.