Or incarceration.
Plenty of people enjoy playing criminal characters, but in any given setting, the realistic risk of playing a criminal character is arrest, capture, and incarceration that may render the character unplayable. Criminal characters are typically constantly on the watch for the law, investigation, and other criminals. The risks in a life of crime are many. The risks include incarceration, death, having to go on the run, rival gangs/cartels, etc.
If the player can mandate that they do not accept the risks of any of these for their criminal character, especially when there's a law sphere on the game whose sole IC purpose is to investigate criminals, then you're basically allowing the criminal player to mandate that THEIR STORY requires that the law players don't get to decide what to do with THEIR stories.
Molly the waffle house employee mandating that she would prefer to not roleplay a sudden ISIS attack AK-47, pipe bomb jamboree in her waffle house is fairly reasonable. She wants to serve waffles and meet people. That's awesome.
A PC drug cartel leader mandating that police officer characters do not harass them ICly with investigations that could lead to the character rendered unplayable due to Folsom Prison Blues is far less reasonable.