Technically it's not illegal as in criminal, but it is a violation of the contract you're agreeing to in the form of the software license. And the macOS software license only permits running macOS on Apple hardware (it can run in a VM, but the VM host must be Apple hardware).

I understand that some of these EULAs aren't enforceable everywhere, in the form of consumer protection laws inhibiting what's basically perceived to be bullying behavior. At least in the U.S. consumer protection laws are weaker, depending on the idea that when consumers are bullied, they'll spend their money elsewhere.

In a global market, asymmetric consumer protection laws aid bully behaviors. The countries were people are safe flaunting EULAs may have higher usage rates of software with unfavorable EULAs, rather than using alternatives with a more favorable EULA.

Another reason Apple is BS. "macOS software license only permits running macOS on Apple hardware", I disagree with Apple so hard here. What a scam.

They've always been this way. There was a short period of time with Mac clones, but there was still a license that said you could only run macOS on Apple hardware, or Apple licencee hardware.

I totally understand not liking the license, but if you click the agree button when installing the software on non-Apple hardware, you're basically lying.

It's against Apple licenses (for macOS and for the App Store)