illegal doesn't mean very much when customs is about shaking you down, stealing your stuff, and making you pay bribes. Every time I've traveled to Africa for example, I've had to give customs officers some stuff and money. It got so bad that I was buying Bluetooth speakers and duty free gin just for them.
Unless you are willing to get arrested or beat up, or worse, for your beliefs, then yes.
If you are not willing to play the game, you will not just be systematically disadvantaged, you will be crushed.
In such a situation, you play the game. You play it because you have no choice.
I've been kidnapped by the police, I've bribed perhaps dozens or even hundreds of people. I've paid off government officials, I've gotten offers to kill my enemies (haven't crossed that line fortunately), etc etc. When the inmates run the asylum, you have no choice in becoming crazy.