Being pulled over with a truck full of brand new DVD's without a receipt
Presumption of guilt works great in a dystopian future, but it's probably not too fun in terms of gameplay. Simply getting scanned is dangerous enough because a player is likely going to have some kind of illegal goods (such as AI cores) if they plan on making money.
I don't know, I think it would add a purpose to the ludicrous taxes on the open market; You are forced to pay a premium for things but at least you don't have to worry about getting caught with shady goods in your stores. If you are flying around with illegal stuff then you should by all rights fear the prospect of being stopped and searched by the law. I do not think it would detract from gameplay, but rather to it.
Of course such a system would have to coincide with a minor overhaul of the trade system in general such as adding ways to procure trade permits with factions you have a good standing with to lower tariffs and thus make honest merchant builds viable as well as ensuring that mid to late game fleets can procure supplies legally without bankrupting itself in the process.
I know that the game is inevitably going to be all about the combat, but there is still plenty of scope to improve the economic aspects of the game.