Although it would be highly inconvenient to be arrested or get in trouble with the feds, it would make for an interesting story at parties. That's always been something I've struggled with. So... silver lining?
A lot of historical figures I respect have been arrested for standing by their convictions. So I would be in good company.
It also could turn into a good opportunity for publicity.
Plus, it might actually gain me credibility in the eyes of the cartels.