Agreed that perhaps it would behoove the interviewers to pose questions to which violation of law is not an issue (or at least not an obvious one), in order to best execute the purpose of these questions, which has to do with assessing who you are and how you think. One might even argue that the automatic "nixing" of all potentially illegal actions is quite revealing in and of itself (and are often coupled with certain other characteristics and approaches to authorities, not to mention idology, etc etc).
Just to throw a wrench in it, I would say my personal view is that while I would look for alternatives in which I would not knowingly commit a crime, I personally consider the legal system (and protocols etc) as prima facie, and something to which I would usually defer (after all, there must be a reason such precedents were set in the first place, at least one would like to think), but that they are not inherently ethical or the right thing to do. I would, under these rare instances, knowingly commit a crime if I could not convince myself deference is best (and, I will really REALLY give the law and other such systems the benefit of the doubt). The law is a means (to execute fairness, protection etc), but mor(al)es are an end. There is a critical difference.
(and now back to my boring life of paperwork)