It's illegal anywhere in the world, but as far as I know, the authorities always fight against those who provide such services, not against those who watch - maybe your country has a different approach. I actually read something about it, but I didn't pay too much attention to it, considering that such things are simply impossible to ban completely.
It is illegal to watch in some countries.
I know a guy who lived in United States who watched video content with his real IP address.
One day he received a ticket to pay in his home address, and if he continue doing that they would arrest him

Any government can do the same thing, but it is not so hard to hide real IP addresses.