I noted that cargo I picked up from empty space is marked stolen. Does that mean I am immediately wanted or will be refused docking permission or fired upon if I do a normal entry into a station?
Ask yourself, if you were driving down the motorway/freeway and noticed a bunch of bicycles just there on the side of the road, after picking them up and being pulled over what would happen?
Yeah, if you get caught then you get punished. StephenB has the right advice.