Many products or published articles based on data science are heavily regulated, and illegal to perform or publish or sell without a special license, especially in US. You may be doing research and development on a topic considered as classified by the US government. Here a few examples:
Depending on how strong your algorithms are, it could be classified material, and you might not be aware of it until you get a letter from the NSA (after all, if you don't have access to classified information, there's no way for you to know whether what you do is classified or not).
Besides, other data science activities could cause you other troubles, for instance:
Do you know other types of data science initiatives that could get you into trouble? Do you know people who have been investigated by enforcement agencies for their data science activities? Can you get into trouble even if you work for a large company, as opposed to being an entrepreneur?
And what about delivering predictions deemed unprofessional by a judge who knows nothing about predictive analytics: these scientists were charged with manslaughter for making wrong Earthquake predictions, after the tragic Earthquake in Italy. Wouldn't these cases discourage any data scientist from delivering public predictions, making the world a worst place than today?
More generally, what kind of data science activities are subject to litigation or government control, with the potential for lawsuits, big fines, and imprisonment?