I must agree that the "law" seems to be either incredibly incompetent (such as the guards "guarding" the major towns", or supernaturally good (such as whoever the hell it is that happens to notice I bought 3 bags of coffee and 2 bags of spice and some moondust off of some Wraiths in a back alley).
I literally had an entire caravan full of stolen goods, guards gave me no trouble whatsoever (I always seem to have "very high" chances to succeed, and have never been caught smuggling, ever).
But I guy some possibly stolen stuff from some wraiths in an alley? BAM! Sorry, you can't leave town, sort it out with the authorities... I mean it's great that everything is a bri.... I mean "fine" but seems a bit backwards compared to how I'd expect it to go. I would, for example, expect that if I don't have a single caravan slot containing something not illegal, that this would be detected - all they'd have to do is look in ONE container. If they're not even searching anyone, then why is smuggling a thing?