When attempting to make a purchase a warning pops up that informs you that it will raise your suspicion level, (giving you the option to not proceed to do so).
Or another option method is too instead inform you whenever you raise it by a level after the last purchase.
(The first option is before doing so, the other option is after you have done so).
Basically, the idea is to give the player feedback so they are awe of their actions and not caught off guard when leaving the station.
Edit: Just for clarification, there are few ways to make an illegal purchase and perhaps unknowingly doing so.
The first one would be opening the cargo black market, that is a no brainer and a player choice but beyond that...
There is navigating the ship fleet tabs of the available ships looking for the ideal ship to purchase. The process of switching back and forth between tabs you might lose track of what tab you are on when you spot the ship you want and go ahead and make the purchase without thinking. This has happened to me before, it was my fault but I was looking at so much info and focused on that, that I lost track of what tab I was on and was only focused on the ship types and ship specs.
The other way is when buying mounted weapons and not closing the black market purchase option. It is kind of hard to tell (to me at least) when it is on or off. So sometimes I end up making purchases from it.
The other one is when making Autofit purchases and forgetting to toggle off the buy from Black market option. It is clustered in amongst options you will generally want to be toggled on so you may forget to toggle it off (out of sight, out of mind - my mind sees all blue and says that it is all good). I think by default it is toggled on. This has happened to me often. I forget that I should turn it off when making a quick setup purchase.