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."