In practice, it's more like "if you get caught if it's illegal" --- and depending on what you're doing, getting caught can be very easy (e.g. broadcasting in an active band at enough power that your neighbours notice), or pretty much impossible (e.g. if you transmit inside a Faraday cage or at powers so low it doesn't reach the other side of the room).

Or as the old saying goes, "If no one else can hear you, they won't know you're saying anything."

The Nokia N900 had a FM transmitter, allowing you to stream to e.g. your car radio. Nowadays we got different solutions and this is mostly redundant (though still possibly of use in what we now call "older" cars). The transmitter was very short range, and therefore it was legal.